You have a three-stock portfolio. Stock A has an expected return of 14 percent and a standard deviation of 39 percent, Stock B has an expected return of 18 percent and a standard deviation of 44 percent, and Stock C has an expected return of 13 percent and a standard deviation of 44 percent. The correlation between Stocks A and B is .07, between Stocks A and C is .20, and between Stocks B and C is .10. Your portfolio consists of 45 percent Stock A, 25 percent Stock B, and 30 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	%

_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	%