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Question 18 (1 point) Listen Stock A has an expected return of 12% and a return standard deviation of 29%. Stock Bhas an expected return

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Question 18 (1 point) Listen Stock A has an expected return of 12% and a return standard deviation of 29%. Stock Bhas an expected return of 9% and a return standard deviation of 42%. The correlation between the return of stock A and the return of stock B is 0.51. What are the expected return and return standard deviation of a portfolio that invests 20% of its money in stock A and 80% of its money in stock B? Round all intermediate calculations to 6 decimal points. Your final answer for both the expected return and return standard deviation should be within 0.03% of the corresponding values in the correct answer choice. The expected return is 10.5%, the return standard deviation is 36.90%. The expected return is 9.6%, the return standard deviation is 31.01% The expected return is 10.5%, the return standard deviation is 31.01% The expected return is 9.6%, the return standard deviation is 36.90%

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