The expected return of Pharoah is 14.1 percent, and the expected return of Novak is 22.1 percent. Their standard deviations are 9.1 percent and 22.1 percent, respectively, and the correlation coefficient between them is zero. What is the expected return and standard deviation of a portfolio composed of 25 percent Pharoah and 75 percent Novak? (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 75 percent Pharoah and 25 percent Novak? (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 Pharoah