You have a three-stock portfolio. Stock A has an expected return of 10 percent and a standard deviation of 31 percent, Stock B has an expected return of 14 percent and a standard deviation of 49 percent, and Stock C has an expected return of 13 percent and a standard deviation of 31 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 25 percent Stock A, 20 percent Stock B, and 55 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. Omit the "%" sign in your response.) 962=1 ?=xAZ042 + xg? 082 +x