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 Year Stock A Stock B Portfolio AB 2012 2013 2014 2015 2016 Average return Standard deviation 15.0 34.6 (16.2) 24.8 15.4 23.0 % (34.4) % 44.4 % 17.2 % 27.6 %