The expected return of Pharoah is $17\mathrm{.}0$ percent, and the expected return of Novak is $22\mathrm{.}0$ percent. Their standard deviations are $11\mathrm{.}0$

percent and $19\mathrm{.}0$ percent, respectively. If a portfolio is composed of $30$ percent Pharoah and the remainder Novak, calculate the

expected return and the standard deviation of the portfolio, given a correlation coefficient between Pharoah and Novak of $0\mathrm{.}35.$

$($Round intermediate calculations to $4$ decimal places, e$.$g$.31\mathrm{.}2125$ and final answers to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

The expected return

Standard deviation of portfolio

Calculate the standard deviation if the correlation coefficient is $-0\mathrm{.}35.($Do not round intermediate calculations. Round answer to

$2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Standard deviation of portfolio