Consider three assets assets described as follows. Asset i Mi, Expected Return on Asset i 15% 14% 11% 0, Volatility of Asset i 18% 24% 20% The correlation coefficients are P12 = 72%, P13 = -24%, P23 = -27%. The covariance matrix is C= [ 0.0324 0.031104 L-0.00864 0.031104 0.0576 -0.01296 -0.00864] -0.01296 0.04 ] Find the mean and standard deviation of the return on the portfolio with weights: W, = 20%, W2 = 25%, and W3 = 55%. My = % to 2 decimal places % to 2 decimal places