The expected return of Coronado is 14.5 percent, and the expected return of Whispering is 22.5 percent. Their standard deviations are 9.5 percent and 22.5 percent, respectively, and the correlation coefficient between them is zero.

What is the expected return and standard deviation of a portfolio composed of 30 percent Coronado and 70 percent Whispering? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.)

The expected return		%
Standard deviation of portfolio		%

What is the expected return and standard deviation of a portfolio composed of 70 percent Coronado and 30 percent Whispering? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.)

The expected return		%
Standard deviation of portfolio		%

Would a risk-averse investor hold a portfolio made up of 100 percent of Coronado?