Question: Given the following information: Expected return on Stock A .12 (12%) Standard deviation of return 0.1 Expected return on Stock B .20 (20%) Standard deviation

Given the following information:

Expected return on Stock A .12 (12%)

Standard deviation of return 0.1

Expected return on Stock B .20 (20%)

Standard deviation of return 0.6

Correlation coefficient of the returns on Stock A and Stock B 0.4

a. What are the expected returns and standard deviations of your portfolio if 40 percent of funds invested in Stock A? expected return standard deviation Answer in format of 0.1234.

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