The following data are given for a 3-stock portfolio: Exp Return 96. Variance % # invest% 1696 | 16% 20% 2 18% 25% 50% 20% 36% 30% and the correlation coeficient matrix is given as follows 1.0 0.5 0.3 0.5 1.0 0.4 0.3 0.4 1.0 1 What are tne expected return and the standard deviation of returning for the portfolio