Suppose you have $225,000 in cash, and you decide to borrow another $54,000 at a 2% interest rate to invest in the stock market. You invest the entire $279,000 in a portfolio J with a 23% expected return and a 35% volatility. a. What is the expected return and volatility (standard deviation) of your investment? b. What is your realized return if J goes up 11% over the year? c. What return do you realize if J falls by 10% over the year? a. What is the expected return and volatility (standard deviation) of your investment? The expected return of your investment is %. (Round to two decimal places.)