Stock A has an expected return of 12% and a standard deviation of 12%. Stock B has an expected return of 7% and a standard deviation of 5%. The correlation petween the returns of stock A and B is 0.30. If we combined stock A and B into a portfolio where the weight of stock A is 40% and the weight of stock B is 60%, what would be the expected return and standard deviation of this portfolio? Multiple Choice Expected return =9%; Standard deviation =6.38% Expected return =9%; Standard deviation =3.38% Expected return =14% Standard deviation =11.38% Expected return =14%; Standard deviation =6.38%