QUESTION 3 5 points Save Answer In your responses, please type (A) and (B) to differentiate the parts of your answers. Suppose Pepsico has a mean return of 10% per year and Nike has a mean return of 20% per year, and that the standard deviations are 31.5% per year (Pepsico) and 58.5% (Nike). If 65% of your portfolio is invested in Pepsico and the rest in Nike, what is the expected return and standard deviation of portfolio returns if: (A) The correlation coefficient between the stocks is .20? (3 pts) (B) The correlation coefficient between the stocks is -1.0? (2 pts)