Expected return of stock Alpha is 8 percent and of stock Beta is 12 percent. The standard deviation of the stocks are 13 percent and 18 percent respectively. The correlation between these two stocks is 0.4. If the portfolio manager has decided to invest all the funds that he holds in some proportion in these two assets. The expected return of the portfolio based on this proportion is 11.5%. What are the weights in each of the stocks? What is the standard deviation of this portfolio?