The expected return on Big Time Toys is 10 percent and its standard deviation is 17 percent. The expected return on Chemical Industries is -1 percent and its standard deviation is 20 percent. Suppose the correlation coefficient for the two stocks' returns is 0.8. What are the expected and standard deviation of a portfolio with 55 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) =

Std. Dev. =