The expected return of Novak is 17.6 percent, and the expected return of Splish is 22.6 percent. Their standard deviations are 11.6 percent and 19.6 percent, respectively. If a portfolio is composed of 30 percent Novak and the remainder Splish, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Novak and Splish of 0.35.

The expected return of Novak is 17.6 percent, and the expected return of Splish is 22.6 percent. Their standard deviations are 11.6 percent and 19.6 percent, respectively. If a portfolio is composed of 30 percent Novak and the remainder Splish, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Novak and Splish 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 %