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The expected return of Pronghorn is 16.4 percent, and the expected return of Stellar is 24.4 percent. Their standard deviations are 11.4 percent and 24.4

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The expected return of Pronghorn is 16.4 percent, and the expected return of Stellar is 24.4 percent. Their standard deviations are 11.4 percent and 24.4 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 Pronghorn and 80 percent 5 tellar? (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 Pronghorn and 20 percent Stellar? (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 Pronghorn

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