The expected annual returns from investing in four different national stock markets, and the variance/covariance matrix between them, are given below:

Expected Return	National Market	Variance/Covariance Matrix
		UK	US	Japan	Germany
0.16	UK	0.10	0.04	0.02	0.03
0.15	US	0.04	0.06	0.03	0.02
0.13	Japan	0.02	0.03	0.04	0.01
0.14	Germany	0.03	0.02	0.01	0.05

Calculate the expected return and the volatility (standard deviation) for a portfolio invested as follows: UK 20%, US 30%, Japan 30%, Germany 20%.