You have $370,000 invested in a well-diversified portfolio. You inherit a house that is presently worth $200,000. Consider the summary measures in the following table: The correlation coefficient between your portfolio and the house is 0.41 . a. What is the expected return and the standard deviation for your portfolio comprising your old portfolio and the house? (Do not round intermediate calculations, Round your final answers to 2 decimal places.) b. Suppose you decide to sell the house and use the proceeds of $200,000 to buy risk-free T-bills that promiso a 12% rate of return. Calculate the expected return and the standard deviation for the resulting portfolio. [Hint: Note that the correlatian coefficient between any asset and the risk-free T-bilis is zero.) (Do not round intermediate colculations. Round your final answers to 2 decimal places.)