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Two - Asset Portfolio Stock A has an expected return of 1 0 % and a standard deviation of 4 0 % . Stock B

Two-Asset Portfolio
Stock A has an expected return of 10% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient
between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? Do not round intermediate
calculations. Round your answers to two decimal places.
Expected return: %
Standard deviation:
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