A person is interested in constructing a portfolio. Two stocks are being considered. Let x = percent return for an investment in stock 1, and y = percent return for an investment in stock 2. The expected return and variance for stock 1 are E(x) = 8.45% and Var(x) = 25. The expected return and variance for stock 2 are E(y) = 3.20% and Var(y) = 1. The covariance between the returns isCov(x,y)=-3.The expected return, in dollars, for a person who invest $1,000 is stock 1 is $. The standarddeviation for a person who constructs a portfolio by investing 60% in stock 1 and 40% in stock 2 is.