Stock A has an expected return of 13% and a standard deviation of 11%. Stock B has an expected return of 8% and a standard deviation of 5%. The correlation between 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 = 10%; Standard deviation = 3.02%

Expected return = 15%; Standard deviation = 6.02%

Expected return = 10%; Standard deviation = 6.02%

Expected return = 15%; Standard deviation = 11.02%