Given the following information:

Expected return on Stock A $,\mathrm{.}12(12\%)$

Standard deviation of return $.1$

Expected return on Stock B $,\mathrm{.}20(20\%)$

Standard deviation of return $.6$

Correlation coefficient of the

returns on Stock A and Stock B $.2$

a$.$ What is the expected return and standard deviation of the following portfolio:

$50$ percent of funds invested in each stock?

b$.$ What would be the impact if the correlation coefficient were $-0\mathrm{.}6$ instead of $0\mathrm{.}2?$