Question 24 4 points Save A Expected Return Standard Deviation Firm A Common Stock 0.16 0.20 Firm B Common Stock 0.23 0.30 If the correlation coefficient between the stock returns of Firm A and Firm B is 0.2, what is the expected return and standard deviation of a portfolio that invests equally between these two stocks? O 19.5%, 19.62% 13%, 8.59% O 13%, 7.63% O 19.5%, 6.59%