Stock A has an expected return of 15% and a standard deviation of 8%. Stock B has an expected return of 12% and a standard deviation of 5%. The correlation between the returns of stock A and B is 0.75. If we combined stock A and B into a portfolio where the weight of stock A is 60% and the weight of stock B is 40%, what would be the expected return and standard deviation of this portfolio? Multiple Choice Expected return = 13.8%; Standard deviation = 6.44% Expected return = 13.8%; Standard deviation = 6.8% Expected return = 15.2%; Standard deviation = 6.8% o Expected return = 15.2%; Standard deviation = 4.14%