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Stock A has an expected return of 14% and a standard deviation of 40%. Stock B has an expected return of 16% and a standard

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Stock A has an expected return of 14% and a standard deviation of 40%. 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 25% in Stock A and 75% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places. Expected return: % Standard deviation: %

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