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Stock E has an expected return of 8 % and a standard deviation of 3 0 % . Stock F has an expected return of

Stock E has an expected return of 8% and a standard deviation of 30%. Stock F has an expected return of 12% and a standard deviation of 50%. The correlation coefficient between Stock E and Stock F is 0.25. What are the expected return and standard deviation of a portfolio invested 40% in Stock E and 60% in Stock F?

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