In the case where Rf=0.08, RM= 0.18 and the portfolio variance of M is 0.04, calculate the expected return and standard deviation that an investor who invests 1/3 of his money in Stock A and 2/3 in a Stock B ?

If another investor creates a leveraged portfolio by borrowing 50% of his money (invests by borrowing in the M portfolio), what happens to the expected return and standard deviation of this portfolio?