Question 1 1 point The expected return on Big Time Toys is 8 percent and its standard deviation is 16 percent. The expected return on Chemical Industries is 4 percent and its standard deviation is 20 percent. Suppose the correlation coefficient for the two stocks' returns is 0.4. What are the expected and standard deviation of a portfolio with 80 percent invested in Big Time Toys and the rest in Chemical Industries? Enter your answers as percentages rounded to 2 decimal places. Do not include the percentage sign in your answers. E(rp) = Number Std. Dev. = Number