Suppose you manage a $3.99 million fund that consists of four stocks with the following investments: Stock Investment Beta A $500,000 1.50 B 650,000 -0.50 940,000 1.25 D 1,900,000 0.75 If the market's required rate of return is 14% and the risk-free rate is 7%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. % Stock A has an expected return of 13% and a standard deviation of 40%. Stock B has an expected return of 19% and a standard deviation of 55%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. %