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2 points An investor is considering the purchase of Gryphon stock, which has returns given in the table below. Scenario Recession Normal Probability 0.13 Rate of Return -5% 12% 19% 10.46 Boom 10.41 Calculate the expected return and standard deviation of Gryphon. Round your answers to 2 decimal places. Enter your answers below. E(N) = 13.96 Correct response: 12.66% Std. Dev. = 22.62 Correct response: 7.56+0.01% The investor decides to diversify by investing $2,000 in Gryphon stock and $3,000 in Royal stock which has an expected return of 6% and a standard deviation of 7%. The correlation coefficient for the two stocks' returns is 0.3. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places. Use the correct answers from the previous question. Enter your answers below. E(rp) = Number % Std. Dev = Number %