The expected return of Grouper is 17.8 percent, and the expected return of Monty is 22.4 percent. Their standard deviations are 111 percent and 19.6 percent, respectively. If a portfolio is composed of 40 percent Grouper and the remainder Monty, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Grouper and Monty of 0.35 . (Round intermediate calculations to 4 decimai ploces, eg 31.2125 and final answers to 2 decimal ploces, eg. 15.25%. Calculate the standard deviation if the correlation coefficient is -0.35 . (Do not round intermedlate colculations. Round answer to 2 decimal ploces,es 15.25\%)