Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Duke Energy Microsoft Wal-Mart Expected Return 14% 44% 23% Standard Deviation 6% 24% 14% Correlation with Duke Energy 1.0 - 1.0 0.0 Correlation with Microsoft - 1.0 1.0 0.7 Correlation with Wal-Mart 0.0 0.7 1.0 The volatility of a portfolio that consists of a long position of $10,000 in Wal - Mart and a short position of $2,000 in Microsoft is closest to: O A 11% OB. 9% O C. 12% OD. 14%