of stock A (25 points) An investor invests in stock A and stock B and the weight is 20%. Calculate the expected return, variance, and standard deviations for his portfolio. The information about stock returns is as below: 1. Return on stock B Scenario Probability Return on stock A 0.1 0.3 0.4 0.2 -5% 10% 6% -2% -4% -9% 20%