A portfolio is formed by placing half of your money (50%) in Stock 1 and the other half of your money (50%) in Stock 2. The expected return of Stock 1 is 10% and the variance of stock 1 is 2%, while the expected return of Stock 2 is 20% and the variance of stock 2 is 6%. Which of the following is closest to the expected return of this portfolio? Group of answer choices Portfolio expected return = 15.0% Portfolio expected return = 4.0% Portfolio expected return = 9.5% Portfolio expected return will be less than 10% Portfolio expected return will be greater than 20%