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Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 10% and a standard

Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 10% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 60% in Stock A and 40% in Stock B?

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