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Stock A has an expected return of 11% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard
Stock A has an expected return of 11% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 25% in Stock A and 75% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 25% in Stock A and 75% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places.
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