Joint distribution of stocks, E[P] and Var[P]

Hi guys,

Return of two stocks are joint normally with
mean of stock 1=5% , mean of stock 2 =4.4%, variance stock 1 =0.25, Variance stock 2 = 0.16
The correlation is 0.3.
The price of the first stock is $10.50 and the second is $15.
If invested in 2 stocks of firm 1 and 5 stocks of firm 2 - find the expected return.
If it is known that the return of stock 1 is 6%, find the return and standard deviation of stock 2.

I have calculated the expected return of the portfolio as 4.57%.

However I cannot figure out the second part of the question: finding the return and stdev of stock 2. I was thinking along the lines of using correlation/covariance formulas and solve for the missing variable, but seem to unable to do this (Doh)

Thank you in advance for any feedback
Linda

It is based on bivariate normal density properties.

Thanks and Regards,
Linda