Using the data in the chart below, what is the expected return if you have 50% of the portfolio in Stock A and 50% of the portfolio in Stock B? Stock Expected Return Stock A 15% Stock B 10% Correlation Coefficient for A & B 0.6 Standard Deviation 25% 20% Use the same data from the prior question, except that the correlation coefficient between stocks A and B rose to 0.9. If you still had a portfolio of 50% A and 50% B, what would happen to the expected return compared to the prior question? Stock Stock A Expected Return Standard Deviation 15% 25% Stock B 10% 20% Correlation Coefficient for A & B rises from 0.6 to 0.9