The expected return of Wildhorse is 17.1 percent, and the expected return of Sheffield is 22.1 percent. Their standard deviations are 11.1 percent and 19.1 percent, respectively. If a portfolio is composed of 35 percent Wildhorse and the remainder Sheffield, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Wildhorse and Sheffield of 0.35. (Round intermediate calculations to 4 decimal places, eg. 31.2125 and final answers to 2 decimal places, eg. 15.25%.) 96 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 96