= Homework: Lab 11 Question 8, Problem 11-... Part 1 of 5 HW Score: 6.67%, 1 of 15 points O Points: 0 of 1 Save Your client has $96,000 invested in stock A. She would like to build a two-stock portfolio by investing another $96,000 in either stock B or C. She wants a portfolio with an expected return of at least 15.5% and as low a risk as possible, but the standard deviation must be no more than 40%. What do you advise her to do, and what will be the portfolio expected return and standard deviation? Correlation with A Expected Return 17% 14% 14% A B 1.00 Standard Deviation 48% 36% 36% 0.13 0.33 The expected return of the portfolio with stock B is %. (Round to one decimal place.)