Question: Problem 3-3 Two-Asset Portfolio Stock A has an expected return of 13% and a standard deviation of 35%. Stock B has an expected return of

Problem 3-3 Two-Asset Portfolio Stock A has an expected return of 13% and a standard deviation of 35%. Stock B has an expected return of 17% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 25% in Stock A and 75% in Stock B? Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 25% in Stock A and 75% in Stock B? Round your answer to two decimal places. %

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