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Stock A has an expected return of 11% and a standard deviation of 40%. Stock B has an expected return of 19% and a standard

Stock A has an expected return of 11% and a standard deviation of 40%. Stock B has an expected return of 19% and a standard deviation of 55%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 40% in Stock A and 60% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places. Expected return: Standard deviation:

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