Consider the following 6 months of returns for 2 stocks and a portfolio of those 2 stocks:

Note: The portfolio is composed of 50% of Stock A and 50% of Stock B.

(Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Jan Feb Mar Apr May Jun StockA 3% 6% - 5% 4% - 1% 5% Stock B 0% -3% 8% - 1% 4% - 2% Portfolio 1.5% 1.5% 1.5% 1.5% 1.5% 1.5% The standard deviation of Stock B is . (Round to five decimal places.) b. What is the expected return and standard deviation of returns for the portfolio? The expected return of a portfolio composed of 50% Stock A and 50% Stock B is %. (Round to one decimal place.) The standard deviation of a portfolio composed of 50% Stock A and 50% Stock B is (Round to five decimal places.)