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5 (33.0) You are creating a portfolio of Stock A and Stock B. You are investing $3,000 in Stock A and $7,000 in Stock B.

5 (33.0) You are creating a portfolio of Stock A and Stock B. You are investing $3,000 in Stock A and $7,000 in Stock B. The probabilities and returns respectively of stock A and stock B are as the following table. The correlation coefficient between stock A and stock B is 0.80. (1) Calculate the expected return, standard deviation, coefficient of variation of stock A and stock B. (2) What is the expected return and standard deviation of the portfolio

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