Two-Asset Portfolio

Stock A has an expected return of 13% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 20% in Stock A and 80% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places.

Expected return: 18.6 %

Find Standard deviation-

Standard deviation: %