The expected return on Big Time Toys is 12% and its standard deviation is 20.4%. The expected return on Chemical Industries is 12% and its standard deviation is 25.6%. a. Suppose the correlation coefficient for the two stocks' returns is 0.32. What are the expected return and standard deviation of a portfolio with 58% invested in Big Time Toys and the rest in Chemical Industries? (Round your answers to 2 decimal places.) Portfolio's expected return % Portfolio's standard deviation % b. If the correlation coefficient is 0.82, recalculate the portfolio expected return and standard deviation, assuming the portfolio weights are unchanged. (Round your answers to 2 decimal places.) Portfolio's expected return TE 76 Portfolio's standard deviation Portfolio's standard deviation % c. Why is there a slight difference between the results, when the correlation coefficient was 0.32 and when it was 0.82? (Click to select)