Problem 11-20 Portfolio Variance (LO2, CFA3) You have a three-stock portfolio. Stock A has an expected return of 16 percent and a standard deviation of 41 percent, Stock Bhas an expected return of 20 percent and a standard deviation of 46 percent, and Stock C has an expected return of 15 percent and a standard deviation of 46 percent. The correlation between Stocks A and Bis 0.30, between Stocks A and C is 0.20, and between Stocks B and C is 0.05. Your portfolio consists of 32 percent Stock A, 20 percent Stock B, and 48 percent Stock C. Calculate the expected return and standard deviation of your portfolio. The formula for calculating the variance of a three-stock portfolio is: Book Print gp - XAY GA + HC GC + we ge+ 2xx mAU Ceer (BA, RB + 2xxxcgacCorr[RA, + 2xpc@g Cere ( ) Re2 References (Do not found intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected retum Standard deviation