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The expected return of Sarasota is $18\mathrm{.}3$ percent, and the expected return of Shamrock is $23\mathrm{.}3$ percent. Their standard deviations are

$12\mathrm{.}3$ percent and $20\mathrm{.}3$ percent, respectively. If a portfolio is composed of $35$ percent Sarasota and the remainder Shamrock, calculate

the expected return and the standard deviation of the portfolio, given a correlation coefficient between Sarasota and Shamrock of

$0\mathrm{.}35.($Round intermediate calculations to $4$ decimal places, e$.$g$.31\mathrm{.}2125$ and final answers to $2$ decimal places, e$.$g$.15\mathrm{.}25\%.)$

The expected return

Standard deviation of portfolio

Calculate the standard deviation if the correlation coefficient is $-0\mathrm{.}35.($Do not round intermediate calculations. Round answer to $2$ decimal

places, e$.$g$.15\mathrm{.}25\%.)$

Standard deviation of portfolio

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