8) J&J has expected returns of 7% with a standard deviation of 10%. The W company has expected returns of 16% with a standard deviations of 20%. The correlation of returns between these two companies is 22% (same as 7 above). Now calculate the expected return and standard deviation of a portfolio that consist of a long position of 10,000 in J&J and a short position of 2,000 in W