Consider a portfolio that contains two stocks. Stock "A" has an expected return of 0.11 and a standard deviation of 0.21. Stock "B" has an expected return of -0.04 and a standard deviation of 0.21. The proportion of your wealth invested in stock "A" is 0.25. The correlation between the two stocks is -0.5.
What is the expected return of the portfolio?
What is the standard deviation of the portfolio?