Below is information on two companies you are thinking of investing in: Likelihood of Anson Ltd. Hollis Ltd. occurring stock stock returns returns Poor Economy 25% -5% -16% Normal Economy 50% 6% 8% Strong Economy 25% 14% 24% Portfolio weights Correlation between the two companies 0.22 Anson Ltd. Hollis Ltd. 40% 60% What would be the return and standard deviation you would expect based on the above two stock portfolio