An investor is considering the purchase of Gryphon stock, which has returns given in the table below Scenario Recession Normal Economy Boom Probability 1021 9.49 10.3 Rate of Return 29. 8% 18% Calculate the expected return and standard deviation of Gryphon Round your answers to 2 decimal places Enter your answers below E(n) = 8.90 Correct response: 8.9% This question has 6 parts (ie, you will be clicking "Verily" 6 times) Std. Dev = 7.08 Correct response: 7.8820.01% The investor decides to diversify by investing $9,000 in Gryphon stock and $2,000 in Royal stock which has an expected return of 11% and a standard deviation of 10.4% The correlation coefficient for the two stocks returns is 02. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places Enter your answers below Ele) = 9.28 Correct response: 9.28 The investor decides to diversify by investing $9,000 in Gryphon stock and $2,000 in Royal stock, which has an expected retum of 11% and a standard deviation of 10.4%. The correlation coefficient for the two stocks' returns is 0.2 Calculate the expected retum and standard deviation of the portfolio. Round your answers to 2 decimal places Enter your answers below Etre) = 9.28 Correct response: 9.28 Std Dev = 6.45 Correct response 6.450.01 portfolio Suppose the investor decides to invest an additional $1,000 in a treasury bill yielding 1.5% What will be the expected return and standard deviation of this Round your answers to 2 decimal places E()