You have a three-stock portfolio Stock A has an expected return of 16 percent and a standard deviation of 37 percent Stock B has an expected return of 20 percent and a standard deviation of 55 percent, and Stock C has an expected return of 14 percent and a standard deviation of 37 percent. The correlation between Stocks A and B is 30, between Stocks A and C is.20, and between Stocks B and Cis.05. Your portfolio consists of 33 percent Stock A, 22 percent Stock B, and 45 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: op? - XA A + xg? 0B + xc? oc?+ 2xAXBOAOBCorr (RA, RB) + 2XAXCO AOC Corr(RA,RC) + 2xBxCoboCCorr(RB, Rc) (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation 27.52%