An investor is considering the purchase of Gryphon stock, which has returns given in the table below. Scenario Recession Normal Economy Boom Probability Rate of Return 0.25 -1% 0.57 11% 0.18 19% Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places. Enter your answers below. E(r) = 9.44 Correct response: 9.44% Std. Dev. 6.71 Correct response: 6.710.01 % This question has 3 parts (i.e., you will be clicking "Verify" 3 times) The investor decides to diversify by investing $5,000 in Gryphon stock and $9,000 in Royal stock, which has an expected return of 6.5% and a standard deviation of 8.6%. The correlation coefficient for the two stocks' returns is 0.2. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places. Enter your answers below. E(rp) = 7.55 Correct response: 7.550.01% Std. Dev. 6.45 Correct response: 6.450.02 % Suppose the investor decides to invest an additional $3,000 in a treasury bill yielding 1.5%. What will be the expected return and standard deviation of this portfolio. Round your answers to 2 decimal places. = E(rp) Number % Std. Dev. = Number % Section Attempt 1 of 1 Verify