The portfolio Alpha has an expected return of 18.50% and risk of 60%. The portfolio Gamma has an expected return of 11.75% and risk of 30%. The risk of market portfolio is 40%. Assume that the Capital Asset Pricing Model holds, what are the expected return and risk of the portfolio Delta? The portfolio Delta consists of 40% investment in the risk-free asset and remaining 60% investment in the market portfolio. The risk of a portfolio is the standard deviations of its returns