Dave EU The expected return on Big Time Toys is 12% and its standard deviation is 20.4%. The expected return on Chemical Industries is 12% and its standard deviation is 25.6% Help Save & Ex a. Suppose the correlation coefficient for the two stocks' returns is 0.32. What are the expected return and standard deviation of a portfolio with 58%, invested in Big Time Toys and the rest in Chemical Industries? (Round your answers to 2 decimal places.) Portfolio expected return Portfokos standard deviation b. If the correlation coefficient is 0.82, 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 Portfolio's standard deviation