An investor is considering the purchase of Gryphon stock, which has returns given in the table below Rate of Return Probability 5.23 2% Scenario Recession Normal Economy Boom 5.52 Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places Enter your answers below. E) - 6.10 Correct response: 6.1 Std. Dev. = 228 correct response: 2.280.01% The investor decides to diversity by investing $10,000 in Gryphon stock and $9,000 in Royal stock, which has an expected return of 0.5% and a standard deviation of 11.3%. 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. Elpp)