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The expected return on Big Time Toys is 1 1 percent and its standard deviation is 1 9 percent. The expected return on Chemical Industries

The expected return on Big Time Toys is 11 percent and its standard deviation is 19 percent. The expected return on Chemical Industries is -1 percent and its standard deviation is 14 percent. Suppose the correlation coefficient for the two stocks' returns is 0.9. What are the expected and standard deviation of a portfolio with 80 percent invested in Big Time Toys and the rest in Chemical Industries?
Enter your answers as percentages rounded to 2 decimal places. Do not include the percentage sign in your answers.
E(rp)=
Number
Std. Dev. =
Number

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