Consider two risky assets A$1$ and A$2.$ A$1$ has an expected return of $0\mathrm{.}20$ and a SD of $0\mathrm{.}1.$ A$2$ has an expected return of $0\mathrm{.}10$ and SD of $0\mathrm{.}05.$ The correlation coefficient between the assets is $-0\mathrm{.}8.$ If the investor invests $80\%$ of his wealth in A$1$ and $20\%$ in A$2,$ his portfolio's expected return and standard deviation are $\_\_\_\_\_\_\_\_\_\_$ and $\_\_\_\_\_\_\_\_\_\_,$ respectively

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