Suppose Asset A has an expected return of 10 percent and a standard deviation of 20 percent. Asset B has an expected return of 16 percent and a standard deviation of 40 percent. Asset C has and expected return of 20 percent and a standard deviation of 50 percent. If the correlation between A and B is 0.35, B and C is 0.10, and C and A is 0.20, what are the expected return and standard deviation for a portfolio comprised of 30 percent Asset A, 20 percent Asset B, and 50 percent Asset C?

Suppose Asset A has an expected return of 10 percent and a standard deviation of 20 percent. Asset B has an expected return of 16 percent and a standard deviation of 40 percent. Asset C has and expected return of 20 percent and a standard deviation of 50 percent. If the correlation between A and B is 0.35,B and C is 0.10 , and C and A is 0.20 , what are the expected return and standard deviation for a portfolio comprised of 30 percent Asset A, 20 percent Asset B, and 50 percent Asset C