Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA5) Fill in the missing information in the following table. Assume that Portfolio AB is 40 percent invested in Stock A. (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Annual Returns on Stocks A and B Stock A Stock B Year Portfolio AB 2015 13.0 % 21.0 % % 2016 33.8 % % -33.2 % 43.2 % 2017 -14.6 % % 2018 24.4 % 17.6 % % 2019 16.2 % 28.8 % % Average return % % % Standard deviation % % %