Parker Trucks stock has an annual return mean and standard deviation of 10 percent and 26 percent, respectively. Henry Construction stock has an annual return mean and standard deviation of 18 percent and 62 percent, respectively. Parker Trucks has a beta of 1.4 while Henry Construction has a beta of 0.95. Suppose that 70 percent of your portfolio is allocated to Parker Trucks. The return correlation between Parker Trucks and Henry Construction is −0.5. The risk-free rate is 2 percent. What is the expected return and standard deviation of the portfolio assuming that the historical annual return mean and standard deviation are the expected return and standard deviation for the two stocks? What is its Sharpe ratio and Treynor ratio?