Stocks A and B have the following returns: $($Click on the following icon $$ in order to copy its contents into a spreadsheet.$)$

a$.$ What are the expected returns of the two stocks?

b$.$ What are the standard deviations of the returns of the two stocks?

c$.$ If their correlation is $0\mathrm{.}45,$ what is the expected return and standard deviation of a portfolio of $60\%$ stock A and $40\%$ stock B$?$

a$.$ What are the expected returns of the two stocks?

The expected return for stock $A$ is

$($Round to three decimal places.$)$

The expected return for stock $B$ is

$($Round to three decimal places.$)$

b$.$ What are the standard deviations of the returns of the two stocks?

The standard deviation of the return for stock $A$ is

$($Round to four decimal places.$)$

The standard deviation of the return for stock $B$ is

$($Round to four decimal places.$)$

c$.$ If their correlation is $0\mathrm{.}45,$ what is the expected return and standard deviation of a portfolio of $60\%$ stock A and $40\%$ stock B$?$

The expected return for the portfolio is

$($Round to four decimal places.$)$

The standard deviation of the return for the portfolio is

$($Round to four decimal places.$)$