Problem 5.35 Given the correlation between securities A and B is (A, B)=0.30, with expected returns and standard deviations listed below, compute the expected return

Problem 5.35 Given the correlation between securities A and B is ρ(A, B)=0.30, with expected returns and standard deviations listed below, compute the expected return and stan[1]dard deviation of a portfolio composed of 40% of A and 60% of B. Security Return σ Proportion A 0.10 0.20 0.40 B 0.15 0.28 0.60