Based on the following information, calculate (1) the expected return and standard deviation for each of the two stocks; and (2) the expected return and standard deviation for a portfolio that invests 60% in Stock A and 40% in Stock B. Assume r_AB = 0.5.

State of Economy	Probability of State of Economy	Rate of Return Stock A	Rate of Return Stock B
Recession	0.20	0.02	-0.20
Normal	0.50	0.08	0.10
Boom	0.30	0.10	0.30