For the stocks A and B you observe the following variables based on monthly returns: A B ????[????]E[r] 9.11%9.11% 4.92%4.92% Volatility (????) 12.61%12.61% 3.15%3.15% Correlation

For the stocks A and B you observe the following variables based on monthly returns:

	A	B
????[????]E[r]	9.11%9.11%	4.92%4.92%
Volatility (????σ)	12.61%12.61%	3.15%3.15%
Correlation (????ρ)	0.52890.5289	0.52890.5289

You wish to invest 46.15%46.15% in stock A and 53.85%53.85% in stock B.

 Compute the expected portfolio return and portfolio volatility. (rounded to two decimal places)