2. Stock A has expected return of 15% and standard deviation of 25%. Stock B has expected return of 8% and standard deviation of 18%. Correlation coefficient between returns on A and B is 0.25. You create a fund, which allocates 40% of the money to A, and 60% to B. You will use this information for the next two questions. What is the expected return on the fund? a. 10.8% b. 11.5% c. 13.0% d. 15.8% What is the standard deviation of the fund's return? a. 15.8% b. 16.5% c. 20.8% d. 21.5%