Consider a portfolio consisting of a 50% holding of each of the two stocks Nice and Kind. Nice has an expected return of 10% and a historical standard deviation of 30% Kind has an expected return of 20% and a historical standard deviation of 60% The historical correlation coefficient (CORR) between the two stocks is +0.2 Find the expected return, the variance and standard deviation of the portfolio. You may use the expression for the variance of a portfolio that has weights WA and WB in stocks A and B.