The expected return of Marigold is 18.1 percent, and the expected return of Swifty is 23.1 percent. Their standard deviations are 12.1 percent and 20.1 percent, respectively. If a portfolio is composed of 40 percent Marigold and the remainder Swifty, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Marigold and Swifty 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\%.) 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 %