You built a portfolio with the following characteristics.

What is the variance of your portfolio if the correlation between stock A and stock B is -0.3?

Stock	Beta	Standard Deviation	Weight
A	1.1	0.3	0.6
B	0.8	0.2	0.4

B) Assuming your variance is 0.03017, what is the standard deviation of your portfolio?

C) Assume a risk-free rate of 3% and market risk premium of 10%. What is the CAPM expected return of stock A? (Beta = 1.1)

Type the percentage, but not the percentage sign. E.g. if you answer is 10%, type "10"