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The expected return of Buffalo is 18.6 percent, and the expected return of Carla is 23.6 percent. Their standard deviations are 12.6 percent and 20.6

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The expected return of Buffalo is 18.6 percent, and the expected return of Carla is 23.6 percent. Their standard deviations are 12.6 percent and 20.6 percent, respectively. If a portfolio is composed of 35 percent Buffalo and the remainder Carla, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Buffalo and Carla of 0.35. (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of portfolio % Calculate the standard deviation if the correlation coefficient is -0.35. (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25%.) Standard deviation of portfolio %

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