Talia has a portfolio that has 35% of its funds invested in Security A, 55% of its funds invested in Security B, and 10% invested in the risk- free asset. The risk-free asset earns 4%. Security A has an expected return of 8% and a standard deviation of 18%. Security B has an expected return of 10% and a standard deviation of 22%. Securities A and B have a coefficient of correlation of 0.40.

A. What is the expected return of the portfolio?

B. What is the standard deviation of the portfolio?