The expected return of Vaughn is 17.4 percent, and the expected return of Bramble is 22.4 percent. Their standard deviations are 11.4 percent and 19.4 percent, respectively. If a portfolio is composed of 35 percent Vaughn and the remainder Bramble, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Vaughn and Bramble 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 %