Obi$-$wan forms an aggressive growth portfolio by investing $20\%$ of his savings in GM stock, $21\%$ in Toyota stock, $21\%$ in Kia stock, $10\%$ in an index fund, and the last $28\%$ is allocated on a bond fund. Assume for simplicity that the index fund is a good proxy to the market portfolio and has a beta equal to $1,$ whereas the bond fund is a good proxy to the riskless asset. The beta of GM stock is $1\mathrm{.}2,$ the beta of Toyota is $1\mathrm{.}6,$ and the beta of Kia is $1\mathrm{.}81.$ If the expected return of the market index is $13\%$ and the risk$-$free asset yields $7\%,$ what are the beta and the expected return of Obi$-$wan$$s portfolio? Give your answer rounded to two decimal places.