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The expected return of Pina is 15.2 percent, and the expected return of Grouper is 23.2 percent. Their standard deviations are 10.2 percent and 23.2

image text in transcribed The expected return of Pina is 15.2 percent, and the expected return of Grouper is 23.2 percent. Their standard deviations are 10.2 percent and 23.2 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 Pina and 80 percent Grouper? (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 Pina and 20 percent Grouper? (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 Pina

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