Problem 10 Intro Stock 1 has an expected return of 7% and a standard deviation of 28%. Stock 2 has an expected return of 14% and a standard deviation of 24%. Their correlation is 0.35. You invest 30% in stock 1 and 70% in stock 2. Part 1 Attempt 1/5 for 10 pts. What is the expected return of the portfolio? 0.119 E(r) = wiE(ru) + w2E(+2) = 0.3 0.07 +0.7.0.14 = 0.119 Attempt 2/5 for 9 pts. Part 2 What is the variance of the portfolio? 4+ decima Submit