You have a three-stock portfolio. Stock A has an expected return of 18 percent and a standard deviation of 30 percent, Stock B has an expected return of 22 percent and a standard deviation of 48 percent, and Stock C has an expected return of 17 percent and a standard deviation of 30 percent. The correlation between Stocks A and B is.30, between Stocks A and Cis.20, and between Stocks B and C is.05. Your portfolio consists of 29 percent Stock A, 20 percent Stock B, and 51 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: Op *A? QA? + xp?op? + xc?0e2+ ZxAXgoagcorr (Ra, Rq) + 2xAXCOAQcCorr(RA, RC) + 2xgxcogacCorr(Rg, Rc) (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation % %