Suppose the expected return and standard deviation of stocks A and B are E(RA) = 0.100, E(RB) = 0.160, A = 0.370 and B =

Suppose the expected return and standard deviation of stocks A and B are E(RA) = 0.100, E(RB) = 0.160, σA = 0.370 and σB = 0.630. Suppose the correlation between A and B is 0.60. What is the expected return of the portfolio and the standard deviation of the portfolio composed of 45% of A and 55% of B?