Question: Two - Asset Portfolio Stock A has an expected return of 1 4 % and a standard deviation of 3 5 % . Stock B

Two-Asset Portfolio
Stock A has an expected return of 14% and a standard deviation of 35%. Stock B has an expected return of 18% 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 30% in Stock A and 70% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places.
%
What is the standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places.
%
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Two-Asset Portfolio Stock A has an expected return of 14% and

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