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You have a three - stock portfolio. Stock A hasian expected return of 1 3 percent and a standard deviation of 3 8 percent, Stock

You have a three-stock portfolio. Stock A hasian expected return of 13 percent and a standard deviation of 38 percent, Stock B has an expected return of 17 percent and a standard deviation of 43 percent, and Stock C has an expected return of 17 percent and a standard deviation of 43 percent. The correlation between Stocks A and B is .30, between Stocks A and C is .20, and between Stocks B and C is .05. Your portfolio consists of 38 percent Stock A,25 percent Stock B, and 37 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:
(Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)
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