You have a three-stock portfolio. Stock A has an expected return of 12 percent and a standard deviation of 33 percent, Stock B has an expected return of 16 percent and a standard deviation of 51 percent, and Stock C has an expected return of 15 percent and a standard deviation of 33 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 35 percent Stock A, 22 percent Stock B, and 43 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 = x_A² _A² + x_B² _B² + x_C² _C²+ 2x_Ax_BABCorr(R_A,R_B) + 2x_Ax_CACCorr(R_A,R_C) + 2x_Bx_CBCCorr(R_B,R_C)

(Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)