Calculating the expected return and standard deviation

Question

Problem: Dode Cicero owns a portfolio of two securities. On the basis of a two-factor model, the two securities have the following characteristics:

Security      Zero 1       Factor 1        Factor 2        Nonfactor Risk      Proportion

                    Factor      Sensitivity     Sensitivity

A                  2%          .30                  2.0               196                         .70

B                   3              .50                 1.8               100                         .30

The factors are uncorrelated. Factor 1 has a expected value of 15% and a standard deviation %20. Factor 2 has an expected value of 4 % and a standard deviation of 5 %. Calculate the expected return and standard deviation of Dode’s portfolio.