An investor is considering the purchase of Gryphon stock, which has returns given in the table below. Scenario Recession Normal Economy Boom Probability 0.26 0.44 10.3 Rate of Return |-4% 11% 13% Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places. Enter your answers below. E(r) = 7.7 Correct response: 7.7% Std. Dev. = 6.99 Correct response: 6.99+0.01% The investor decides to diversify by investing $3,000 in Gryphon stock and $6,000 in Royal stock, which has an expected return of 9.5% and a standard deviation of 10.2%. 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) = 8.9 Correct response: 8.9 Std. Dev. = 7.62 Correct response: 7.62+0.01 Suppose the investor decides to invest an additional $1,500 in a treasury bill yielding 1%. What will be the expected return and standard deviation of this portfolio. Round your answers to 2 decimal places. E(rp) =