Consider the following information on US and Canadian bonds: Expected return Standard deviation U.S. Bonds 0.02 0.04 Canadian bonds 0.03 0.03 The correlation of the returns of US and Canadian bonds is -0.4. If 60 percent of a portfolio is invested in US bonds and the rest in Canada bonds, what is the standard deviation of portfolio returns? Report your answer in decimal form rounded to the fourth decimal place. Question 54 1 pts You have a portfolio with $200,000 invested in ABC Corp and $300,000 invested in DEF Corp. ABC Corp has a beta of 1.6 and DEF Corp has a beta of 1.37. What is the beta of your portfolio? Report your answer in decimal form rounded to the second decimal place