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Stock A has an expected return of 13% and a standard deviation of 45%. Stock B has an expected return of 16% and a standard
Stock A has an expected return of 13% and a standard deviation of 45%. Stock B has an expected return of 16% 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 20% in Stock A and 80% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places.
Expected return: %
Standard deviation: %
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