The table below gives information on two risky assets: A and B.

			Correlation
Asset	Expected return	Standard deviation of return	A	B
A	12.5 percent	40 percent	1.00	0.20
B	16.0 percent	45 percent	0.20	1.00

(i) Calculate the expected return of a portfolio that consists of 40% Asset A and 60% Asset B.

(ii) Calculate the standard deviation of a portfolio that consists of 40% Asset A and 60% Asset B.