The Krause investment fund has $$1,000,000$ in total assets with $$$600,000$ in Stock A and $$400,000$ in Stock B$.$ The correlation between the two stocks is $=0\mathrm{.}2.$

The required rate of return on the market is $12\mathrm{.}5\%,$ and the risk$-$free rate is $5\%.$

$\backslash$table$[[,$Beta,Standard Deviation,Past Average Return$],[$Stock A$,0\mathrm{.}6,40\%,11\%$