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Two-Asset Portfolio Stock A has an expected return of 11% and a standard deviation of 40%. Stock B has an expected return of 16% and

Two-Asset Portfolio Stock A has an expected return of 11% and a standard deviation of 40%. Stock B has an expected return of 16% and a standard deviation of 55%. The correlation coefficient between Stocks A and B is 0.2.

What is the expected return of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. %

What is the standard deviation of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. %

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