Christy Is Considering Investing in the Common Stock of One

Multiple Choice

Christy is considering investing in the common stock of One Liberty and Heico.The following data are available for these two securities:
$$\begin{array} { l c c } \text { Fanected return } & \frac { \text { One liberty } } { 12 } & \frac { \text { Helca } } { .16 } \\\text { Standard Aeriation of return } & 08 & 20\end{array}$$
If she invests 30% of her funds in Heico and 70% in One Liberty, and if the correlation of returns between these securities is +0.65, what is the portfolio's expected return and standard deviation?

A) 14% and 15.67%
B) 14.8% and 9.44%
C) 13.2% and 10.54%
D) 13.1% and 9.67%