Check My Work eBook Problem Walk-Through Two-Asset Portfolio Stock A has an expected return of 13% and a standard deviation of 35%. Stock B has an expected return of 19% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 30% in Stock A and 70% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. % Check My Work (Icon Key