Please show all work and round to the correct number of decimal places!

QUESTION 11 Questions 11-12 are related and share the same information: The ABC Equity Fund has an expected return E[r] of 11.370% and a standard deviation o of 19%. The BND Bond Fund has and expected return E[r) of 4.060% and a standard deviation o of 12%. The correlation coefficient (p) is 0.09. A portfolio comprised of 39% ABC and 61% BND would have an expected return of % (percent, rounded three places after the decimal) QUESTION 12 % (percent, rounded three places after the decimal) and a standard deviation of (refers to the above problem statement)