Your portfolio consists of two securities: Transcomm and MidCap. The expected return for Transcomm is $14\mathrm{.}1$ percent, while for MidCap it is $4\mathrm{.}1$ percent. The standard deviation is $5\mathrm{.}1$ percent for Transcomm and $19\mathrm{.}1$ percent for MidCap. Assume $30$ percent of the portfolio is invested in Transcomm.

Calculate the portfolio standard deviation if the correlation between the stocks is $0\mathrm{.}80.($Round intermediate calculations to $6$ decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation $$

Calculate the portfolio standard deviation if the correlation between the stocks is $-0\mathrm{.}80.($Round intermediate calculations to $6$ decimal places, e$.$g$.0\mathrm{.}251254$ and the final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

Portfolio standard deviation $$