You have a three-stock portfolio. Stock A has an expected return of 15 percent and a standard deviation of 36 percent, Stock B has an expected return of 19 percent and a standard deviation of 54 percent, and Stock C has an expected return of 13 percent and a standard deviation of 36 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 40 percent Stock A, 22 percent Stock B, and 38 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: 0p2 = xA?A? + xg op? + xc 0c + 2XAXBOAg Corr (RA, RB) + 2xAXCPA cCorr(RA, Pc) + 2XgXcBcCorr (RB, Rc) (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation