You have a three-stock portfolio. Stock A has an expected return of 11 percent and a standard deviation of 32 percent, Stock B has an expected return of 15 percent and a standard deviation of 50 percent, and Stock C has an expected return of 14 percent and a standard deviation of 32 percent. The correlation between Stocks A and B is .40, between Stocks A and C is .20, and between Stocks B and C is .16. Your portfolio consists of 30 percent Stock A, 35 percent Stock B, and 35 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: (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

_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)

Expected return	%
Standard deviation	%