George invests in a portfolio with company A and B. Company A has an expected return of 10% and a variance of 1% Company B has an expected return of 20% and a standard deviation of 20%. The covariance of two stocks is 0.2. Calculate the portfolio return and standard deviation if the investment weights for A and B are 40% and 60%, respectively. (Show only two equations with two results, use a comma to separate answers, keep two decimals)