Question 6. (15 points) A portfolio consists of Stock Aand Stock B. Data for the 2 stocks is shown below. Stock A: expected return Stock A: standard deviation Stock B: expected return Stock B: standard deviation Correlation between A and B Stock A beta Stock B beta 12% 40% 14% 60% 0.35 0.90 1.20 45% % portfolio in Stock A % portfolio in Stock B 55% a. Calculate the expected return of the portfolio. Portfolio: expected return b. Calculate the standard deviation of the portfolio