You have a three-stock portfolio. Stock A has an expected return of 13 percent and a standard deviation of 34 percent, Stock B has an expected return of 17 percent and a standard deviation of 52 percent, and Stock C has an expected return of 16 percent and a standard deviation of 34 percent. The correlation between Stocks A and B is .06, between Stocks A and C is .20, and between Stocks B and C is .18. Your portfolio consists of 45 percent Stock A, 40 percent Stock B, and 15 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 = xA2 A2 + xB2 B2 + xC2 C2+ 2xAxBABCorr(RA,RB) + 2xAxCACCorr(RA,RC) + 2xBxCBCCorr(RB,RC)		Expected return	%
Standard deviation	%