Need ER and Std.Deviation of portfolio

An investor is considering the purchase of Gryphon stock, which has returns given in the table below. Scenario Recession Probability 10.27 0.55 19.18 Rate of Return 11% 9% 20% Normal Economy Boom Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places. Enter your answers below. E(T) = 8.82 Correct response: 8.82% This question has 6 parts (.e., you will be clicking "Verify" 6 times) Std. Dev. = 6.25 Correct response: 6.25+0.01% The investor decides to diversify by investing $8,000 in Gryphon stock and $10,000 in Royal stock, which has an expected return of 9% and a standard deviation of 10.9%. The correlation coefficient for the two stocks' returns is 0.9. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places. Enter your answers below. E(rp) = Section Attempt 1 of 1 Verify