Question 3 6 points Save Answer Stocks A and B have a correlation coefficient of -0.8. The stocks' expected returns and standard deviations are in the table below. A portfolio consisting of 40% of stock A and 60% of stock B is constructed. Stock Expected Return Standard Deviation A 20% 25% B 15% 19% 1 What is the expected return of the stock A and B portfolio? a. 17.0% b 17.5% 18.0% d. 18.5% c 19.0% 2:48 PM d)) ENG 2)What is the standard deviation of the stock A and B portfolio? a. 0.0% b. 0.5% c. 4.1% d. 6.9% e. 20.3% What percentage of stock A should be invested to obtain the minimum risk portfolio that contains stock A and B? ex: key in answer as e,a,32 4) ENG 2:49 PM 20-11-05