b & c please

The expected return on Big Time Toys is 10% and its standard deviation is 20.2%. The expected return on Chemical Industries is 9% and its standard deviation is 25.3%. a. Suppose the correlation coefficient for the two stocks' returns is 0.21. What are the expected return and standard deviation of a portfolio with 32% invested in Big Time Toys and the rest in Chemical Industries? (Round your answers to 2 decimal places.) Portfolio's expected return % Portfolio's standard deviation b. If the correlation coefficient is 0.71, recalculate the portfolio expected return and standard deviation, assuming the portfolio weights are unchanged. (Round your answers to 2 decimal places.) Portfolio's expected return c C Portfolio's standard deviation c. Why is there a slight difference between the results, when the correlation coefficient was 0.21 and when it was 0.71