You have a three$-$stock portfolio. Stock A has an expected return of $11$ percent and a standard deviation of $32$ percent, Stock B has an expected return of $15$ percent and a standard deviation of $50$ percent, and Stock $C$ has an expected return of $14$ percent and a standard deviation of $32$ percent. The correlation between Stocks A and B is $0\mathrm{.}30,$ between Stocks A and $C$ is $0\mathrm{.}20,$ and between Stocks B and C is $0\mathrm{.}05.$ Your portfolio consists of $30$ percent Stock A$,20$ percent Stock B$,$ and $50$ percent Stock C$.$ Calculate the expected return and standard deviation of your portfolio. The formula for calculating the variance of a three$-$stock portfolio is:

${}_p^2=x_A^2{}_A^2+x_B^2{}_B^2+x_C^2{}_C^2+2x_A{x}_B{}_A{}_B$Corr$(R_A,R_B)+2x_A{x}_C{}_A{}_C$Corr$(R_A,R_C)+2x_B{x}_C{}_B{}_C$Corr$(R_B,R_C)$

Note: Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.

$\backslash$table$[[$Expected return,$\%$