5. Problem 3-03 (Two-Asset Portiolio) Two-Asset Portiolis 5 tock. A has an expected retum of 12\% and a standard devation of 45%. Stock 8 has an expected refum of 16% and at standard deviation of fo\%. The correiabion cbefficient between 5 socks A and B is 0.2 . What is the expected return of a portfolis invested 40+5 in 5 tock A and 60%6 in 5 stock B7 Do net round intermediate calculations. Aoynd your anser to two decimal places. What is the standard devation of a portolio invested 40% in 5 beck A and 60 kin stock a? Do not resind intermediote caloulations. Reynd.your answer to two decimal pises