Two-Asset Portfolio

Stock A has an expected return of 10% and a standard deviation of 35%. Stock B has an expected return of 19% 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 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places.

Expected return:

Standard deviation:

(in percentages)