A hedge fund has created a portfolio using just two stocks. It has shorted $35,000,000 worth of Oracle stock and has purchased $86,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.69. The expected returns and standard deviations of the two stocks are given in the table below: a. What is the expected return of the hedge fund's portfolio? b. What is the standard deviation of the hedge fund's portfolio? a. What is the expected return of the hedge fund's portfolio? The expected return of the hedge fund's portfolio is 68.63 %. (Round to two decimal places.) i X - Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) Oracle Intel Expected Return 12.38% 14.57% Standard Deviation 45.57% 39.61% Print Done Enter your answer in the answer box and then click Check