$8.$ A hedge fund has created a portfolio using just two stocks. It has shorted $35,000,000$ worth of Oracle stock and has purchased$85,000,000$ of Intel stock. The correlation between Oracle's and Intel's returns is $0\mathrm{.}65.$ The expected returns and standard deviations of the two stocks are given in the following table below: a$.$ What is the expected return of the hedge fund's portfolio? $($Round to two decimal places.$)$ b$.$ What is the standard deviation of the hedge fund's portfolio? $($Round to two decimal places.$)$ A hedge fund has created a portfolio using just two stocks. It has shorted $ $35,000,000$ worth of Oracle stock and has purchased $ $85,000,000$ of Intel stock. The correlation between Oracle's and Intel's returns is $0\mathrm{.}65.$ The expected returns and standard deviations of the two stocks are given in the following table: a$.$ What is the expected return of the hedge fund's portfolio? b$.$ What is the standard deviation of the hedge fund's portfolio? Data table $($Click on the following icon $\backslash$geoquad in order to copy its contents into a spreadsheet.$)$