You can form a portfolio of two assets, A and B, whose returns have the following characteristics:

	Expected Return	Standard Deviation	Correlation
A	7%	25%
			.4
B	17	44

a. If you demand an expected return of 13%, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 3 decimal places.)

Stock	Portfolio Weight
A
B

b. What is the portfolios standard deviation? (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)

Standard deviation %