The expected return on Big Time Toys is 11 percent and its standard deviation is 12 percent. The expected return on Chemical Industries is 9 percent and its standard deviation is 20 percent. Suppose the correlation coefficient for the two stocks retums is 0.1. What are the expected and standard deviation of a portfolio with 10 percent invested in Big Time Toys and the rest in Chemical Industrien? Enter your answers as percentages rounded to 2 decimal places. Do not include the percentage sign in your answers. E) - Number Std. Dev. = Number