You have $10,400 to invest. You decide to invest $23,000 in Google and short sell $12,600 worth of Yahoo! Google's expected return is 14% with a volatility of 36% and Yahoo!'s expected return is 14% with a volatility of 23%. The stocks have a correlation of 0.86. What is the expected return and volatility of the portfolio? The expected return is %. (Round to one decimal place.)