An investor is considering the purchase of Gryphon stock, which has returns given in the table below. Scenario Recession Normal Economy Boom Probability 0.13 0.46 110.41 Rate of Return 1% 18% 15% Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places, Enter your answers below. Er) = 9.7 Correct response: 9.7% Std. Dev. = 5.27 Correct response: 5.27+0.01% The investor decides to diversity by investing $4,000 in Gryphon stock and $8,000 in Royal stock, which has an expected return of 10.5% and a standard deviation of 5.4%. The correlation coefficient for the two stocks' returns is 0.4. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places. Enter your answers below. Etr) = 10.23 Correct response: 10.23 Sid. Dev. 4.594 Correct response: 4.59t9.e1 Suppose the investor decides to invest an additional $4,000 in a treasury bill yielding 2%. What will be the expected return and standard deviation of this portfolio Round your answers to 2 decimal places. E(rp) = 99% Section Attempt 1 of 1