A hedge fund has created a portfolio using just two stocks. It has shorted $35,000,000 worth of Oracle stock and has purchased $91,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.66. The expected returns and standard deviations of the two stocks are given in the table below: EEB a. What is the expected return of the hedge fund's portfolio? b. What is the standard deviation of the hedge fund's portfolio? Data Table (Click on the icon located on the top-right corner of the data table below in order to copy ts contents into a spreadsheet) Oracle Intel Expected Return 12.33% 14.08% Standard Deviation 43.05% 41.83% Print Done