An investor invests 800,000 in Stock A and 200,000 in stock B. Stock A has an expected return of 15% and a standard deviation of returns of 18%. Stock B has an expected return of 5% and a standard deviation of returns of 7%. The correlation coefficient between the returns of A and B is 0.5. What is the expected rate of return and standard deviation

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An investor invests 800,000 in Stock A and 200,000 in stock B. Stock A has an expected return of 15% and a standard deviation of returns of 18%. Stock B has an expected return of 5% and a standard deviation of returns of 7%. The correlation coefficient between the returns of A and B is 0.5. What is the expected rate of return and standard deviation of his portfolio?

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