FA 23 Given the large-cap stock index and the govern- ment bond index data in the following table, calculate the expected mean return and standard deviation of return for a portfolio 75 percent invested in the stock index and 25 percent invested in the bond index. Assumed Returns, Variances, and Correlations Large-Cap Stock Index Government Bond Index 15% 5% Expected return Variance Standard Deviation Correlation 100 225 15% 10% 0.5