The expected return of Martinez is 14.9 percent, and the expected return of Sandhill is 22.9 percent. Their standard deviations are 9.9 percent and 22.9 percent, respectively, and the correlation coefficient between them is zero. What is the expected return and standard deviation of a portfolio composed of 20 percent Martinez and 80 percent Sandhill? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25\%.) What is the expected return and standard deviation of a portfolio composed of 80 percent Martinez and 20 percent Sandhill? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25\%.) Would a risk-averse investor hold a portfolio made up of 100 percent of Martinez