Stock X has an expected return of 35 percent and a standard deviation of 24 percent per year, and stock Y has an expected return of 28 percent and a standard deviation of 17 percent per year. The correlation between stock A and stock Bis 0.38. You have a portfolio of these two stocks wherein stocks X and Y have portfolio weights of 60 percent and 40 percent, respectively. (a) (2 points) What is your portfolio expected return? (b) (4 points) What is your portfolio standard deviation? Paragraph BI 66 EE Pathp