Clevenger Manufacturing, Inc. has prepared the following information regarding two securities A and B State of Economy Probability of State of Economy 

Returns on Security A (%)              Returns on Security B (%)                    

       Recession                     0.2                                         10                                                   11 

Normal                                  0.5                                          14                                                   18 

Expansion                            0.3                                            16                                                    23 

Both stocks do not pay any dividends. The correlation coefficient between returns on security A and returns on the market portfolio is 0.3. The correlation coefficient between returns on security B and returns on the market portfolio is 0.7.
Calculate expected return and standard deviation.