You have a three-stock portfolio. Stock A has an expected return of 15 percent and a standard deviation of 40 percent, Stock B has an expected return of 19 percent and a standard deviation of 45 percent, and Stock C has an expected return of 14 percent and a standard deviation of 45 percent. The correlation between Stocks A and B is 0.30, between Stocks A and C is 0.20, and between Stocks B and C is 0.05. Your portfolio consists of 34 percent Stock A, 20 percent Stock B, and 46 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:

p2 = xA2 A2 + xB2 B2 + xC2 C2+ 2xAxBABCorr(RA,RB) + 2xAxCACCorr(RA,RC) + 2xBxCBCCorr(RB,RC)