The investor decides to diversify by investing $10,000 in Gryphon stock and $5,000 in Royal stock which has an expected return of 11.5% and a standard deviation of 10.8%. The correlation coefficient for the two stocks' returns is 0.2. Calculate the expected return and standard deviation of the portfolio. Round your answers to 2 decimal places. Use the correct answers from the previous question.

\begin{tabular}{|l|l|l|} \hline Scenario & Probability & Rate of Return \\ \hline Recession & 0.23 & 2% \\ \hline Normal & 0.41 & 6% \\ \hline Boom & 0.36 & 8% \\ \hline \end{tabular}