Two-Asset Portfolio Stock A has an expected return of 11% and a standard deviation of 40%. Stock B has an expected return of 17% 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 40% in Stock A and 60% in Stock B? Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 40% in Stock A and 60% in Stock B? Round your answer to two decimal places