5. An investor holds a portfolio, which is expected to yield a rate of return of 18 per cent with a standard deviation of return of 25 per cent. The investor is considering of buying a new share (investment being 5 per cent of the total investment in the new portfolio). The new share has the following distribution of return: Return 40% 30% -10% Probability 0.3 0.4 0.3 If the correlation coefficient between the returns of the new portfolio and the new security is +0.25, calculate the portfolio return and the standard deviation of return of the new portfolio.