Stock A has an expected return of 11% and a standard deviation of 35%. Stock B has an expected return of 20% 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 20% in Stock A and 80% in Stock B? Round your answer to two decimal places.
%
What is the standard deviation of a portfolio invested 20% in Stock A and 80% in Stock B? Round your answer to two decimal places.
%