The European company Glass Inc. has already decided about 34% of their global business, with an expected annual return (denominated in EUR) of 4.09% and a standard deviation of that return of 23.95%. For the remaining projects, they are considering investing in the US. The proposed US-project has an expected annual return (denominated in EUR) of 9.39% and a standard deviation of 6.49%. Its correlation with the existing business is 0.96.

What are the expected annual return and its standard deviation if Glass Inc. invests their remaining funds in the US? The expected annual return would be _ %. The standard deviation would be _ %.