Suppose that Stock U has an expected return of $14\%$ and a return standard deviation of $46\%.$ Further, suppose that Stock V has an expected return of $9\%$ and a return standard deviation of $27\%.$ The correlation between the returns of Stock U and Stock V is $0\mathrm{.}25.$ An investor has a $$160,000$ portfolio that invests $$120,000$ in U and the remaining in V$.$ Compute the investor$$s expected return and return standard deviation. Keep four decimal places