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 . 30 , between Stocks A and C is 20 , and between Stocks B and C 15 .05. Your portfollo consists of 30 percent Stock A, 20 percent Stock B. and 50 percent Stock C. Calculate the expected return and standard deviation of your portfollo. The formula for calculating the variance of a three-stock portfollo is: P2=xA2A2+xB2B2+xC2C2+2xABABcor(RA,RB)+2xACACCcosr(RA,RC)+2xBCBBCcorrr(AB,AC)