Shares in Hellenic Telecom have an expected return of 15 per cent and the standard deviation of these returns is 30 per cent. National Bank of Greece’s shares are expected to produce a return of 16 per cent with a standard deviation of 40 per cent. What would be the rate of return and risk of a portfolio made up of 40 per cent of Hellenic Telecom’s shares and 60 per cent of National Bank of Greece’s shares, if the returns on these shares have a correlation of 0.6?