X Your answer is incorrect. The expected return of Pronghorn is 19.2 percent, and the expected return of Stellar is 24.2 percent. Their standard deviations are 13.2 percent and 21.2 percent, respectively. If a portfolio is composed of 35 percent Pronghorn and the remainder Stellar, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Pronghorn and Stellar of 0.35. (Round intermediate calculations to 4 decimal places, eg. 31.2125 and final answers to 2 decimal places, eg, 15.25%.) The expected return 19.8 % Standard deviation of portfolio 15.78 % Calculate the standard deviation if the correlation coefficient is -0.35. (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25%.) Standard deviation of portfolio 9.26 %