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$\backslash$table$[[1950$ to $2019,$Average,Stocks,$\backslash$table$[[$Long$-$Term$],[$Treasury Bonds$]],$T$-$bills$],[1950$ to $1959,$Average,$20\mathrm{.}78,6\mathrm{.}6\%,4\mathrm{.}28],[1960$ to $1969,$Average,$8\mathrm{.}7,0\mathrm{.}0,2\mathrm{.}0],[1970$ to $1979,$Average,$7\mathrm{.}5,1\mathrm{.}6,4\mathrm{.}0],[1980$ to $1989,$Average,$18\mathrm{.}2,5\mathrm{.}7,6\mathrm{.}3],[1990$ to $1999,$Average,$19\mathrm{.}0,13\mathrm{.}5,8\mathrm{.}9],[2000$ to $2009,$Average,$0\mathrm{.}9,9\mathrm{.}5,4\mathrm{.}9],[2010,$Annual Return,$15\mathrm{.}1,8\mathrm{.}0,2\mathrm{.}7],[2011,$Annual Return,$2\mathrm{.}1,9\mathrm{.}4,0\mathrm{.}01],[2012,$Annual Return,$16\mathrm{.}0,29\mathrm{.}9,0\mathrm{.}02],[2013,$Annual Return,$32\mathrm{.}4,3\mathrm{.}6,0\mathrm{.}02],[2014,$Annual Return,$13\mathrm{.}7,-12\mathrm{.}7,0\mathrm{.}07],[2015,$Annual Return,$1\mathrm{.}4,25\mathrm{.}1,0\mathrm{.}05],[2016,$Annual Return,$12\mathrm{.}0,-1\mathrm{.}2,0\mathrm{.}21],[2017,$Annual Return,$21\mathrm{.}8,1\mathrm{.}2,0\mathrm{.}51],[2018,$Annual Return,$-4\mathrm{.}4,8\mathrm{.}4,1\mathrm{.}39],[2019,$Annual Return,$31\mathrm{.}5,-1\mathrm{.}8,1\mathrm{.}94],[2010$ to $2019$ Average,$14\mathrm{.}2,14\mathrm{.}8,2\mathrm{.}06,]]$

You have a portfolio with an asset allocation of $50$ percent stocks, $36$ percent long$-$term Treasury bonds, and $14$ percent T$-$bills. Use these weights and the retums given in the above table to compute the return of the portfolio in the year $2010$ and each year since. Then compute the average annual return and standard deviation of the portfolio.

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

Answer is complete but not entirely correct.

$\backslash$table$[[,$Portfolio Return$],[2010,10\mathrm{.}9,\%$