You have a three-stock portfolio. Stock A has an expected return of 12 percent and a standard deviation of 41 percent, Stock B has an expected return of 16 percent and a standard deviation of 58 percent, and Stock C has an expected return of 13 percent and a standard deviation of 48 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 45 percent Stock A, 25 percent Stock B, and 30 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: 2 2 2 = x + x B + xc c + 2BAB Corr (R, RB) + 2xAX COAC Corr (RA, RC) + 2xBxcoBcCorr (RB, RC) (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation % %