Question 18 (1 point) th Stock Xhas an expected return of 8% and a return standard deviation of 14% Stock Yhas an expected return of 13% and a return standard deviation of T8%. The correlation betwww the return of stock X and the return of stock Y h 0.61. What are the expected return and retur standard deviation of a portfolio that invests 40% of its money in stock X and 60% of its money in stock Y? Round all intermediate calcautions to 6 decimal points. Your final answer for the expected return should be within 0.01% of the correct answer answer and your final answer for the return standard devation should be within 0.03% of the correct answer choice. The portfolio's expected return is 11% and its retur standard deviation is 26.59% The portfolio's expected return is 10.5% and its return return standard deviation is 7.07% The portfolio's expected return is 11% and its return standard deviation is 7.07% The portfolio's expected return is 10.5% and its return standard deviation is 26.59%