$($Estimated time allowance: $25$ minutes$).$ The returns of $3$ securities $($stock A$,$ stock b$,$

and a corporate bond$)$ are listed below.

State Probability stock A stock B Corp bond

You MUST use $4$ digits in every calculation you do in order for your answer to be the same as the one

in the system. When entering your answer, round to the nearest $0\mathrm{.}01\%$ but do not use or enter the

sign $\%.$ For example, if your answer is $3\mathrm{.}478\%$ enter $3\mathrm{.}48$; if your answer is $0\mathrm{.}12013$ then enter $12\mathrm{.}01$

What is the expected return of a portfolio that is $30\%$ in stock $A,60\%$ in stock $B$ and

the rest in the corporate bond?

A What is the standard deviation of the portfolio that is $30\%$ in

stock $A,60\%$ in stock $B$ and the rest in the corporate bond? round answer to nearest

$0\mathrm{.}01\%$ and do not enter the $\%$ sign.