You want to form a portfolio using the following two risky assets. Asset A: expected return =12%; standard deviation =18%. Asset B: expected return =17%; standard deviation =25%. The correlation coefficient between Asset A and B is 0.25. If you plan to hold 35\% of Asset A and 65% of Asset B in the portfolio, what is the standard deviation of this portfolio return? 17.43%34.70%23.02%18.84% Consider the following probability distribution of stocks A's possible returns. Good economic state: probability =0.5; return on stock A=11%. Medium economic state: probability =0.3; return on stock A=7%. Bad economic state: probability =0.2; return on stock A=16%. What is the expected return of stock A? 4.4% 2.2% 3.5% 0.7% Consider the following probability distribution of stocks A's possible returns. Good economic state: probability =0.5; return on stock A=11%. Medium economic state: probability =0.3; return on stock A=7%. Bad economic state: probability =0.2; return on stock A=16%. What is the standard deviation of stock A's return? 10.35%8.33%9.25%11.90%