Common stocks D, E, and F have the following characteristics with respect to expected return, standard deviation, and correlation between them:

What is the expected return and standard deviation of a portfolio composed of 20 percent of funds invested in stock D, 30 percent of funds in stock E, and 50 percent of funds in stock F?

Common stock D Common stock E Common stock F 0.08 0.15 0.12 0.02 0.16 0.08 between D and E between D and F between E and F