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You are considering investing in two common stocks holding them in a two-stock portfolio.Stock A has an expected return of 10%and a standard deviation of

You are considering investing in two common stocks holding them in a two-stock portfolio.Stock A has an expected return of 10%and a standard deviation of 11.2%. Stock B has an expected return of 16%and a standard deviation of 41.1%.if you invest 34% of your portfolio in Stock A and 66% in Stock B and if the correlation between the two stocks is 0.57, what is the portfolio's expected return and standard deviation?

A.13.96% and 19.93%

B.15.21% and 22.03%

C.17.68% and 33.04%

D.13.96% and 29.46%

E.15.21% and 28.74%

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