b$)$ Calculate the $E(r_p)$ and ${}_{rp}$ of a portfolio using assets $1$ and $2$ with weights $w_1=\mathrm{.}25$ and $w_2=\mathrm{.}75$ when asset $1$ has an expected return of $10\%$ and a standard deviation of $8\%$ while asset $2$ has an expected return of $9\mathrm{.}5\%$ and a standard deviation of $10\%.$ Asset $1$ and $2$ have a correlation coefficient of $-0\mathrm{.}1.$