The expected return on Big Time Toys is 9% and its standard deviation is 21%. The expected return on Chemical Industries is 9% and its standard deviation is 26.5%. a. Suppose the correlation coefficient for the two stocks' returns is 0.35 . What are the expected return and standard deviation of a portfolio with 64% invested in Big Time Toys and the rest in Chemical Industries? (Round your answers to 2 decimal places.) Portfolio's expected return o Portfolio's standard deviation b. If the correlation coefficient is 0.85 , recalculate the portfolio expected return and standard deviation, assuming the portfolio weights are unchanged. (Round your answers to 2 decimal places.)