I used specific formula of finding the standard deviation but I could not find the exactly number for part a and b

The answers are 8.51 and 7.63 for part a and b

Can you show me how we can calculate ?

9. A portfolio manager is considering the benefits of increas- ing her diversification by investing overseas. She can purchase shares in individual country funds with the following characteristics: United United States Kingdom Spain Expected return Standard deviation of 15 10 12 9 4 return Correlation with the 1.0 0.33 0.06 United States a. What are the expected return and standard devia- tion of return of a portfolio with 25% invested in the United Kingdom and 75% in the United States? b. What are the expected return and standard deviation of return of a portfolio with 25% invested in Spain and 75% in the United States