4, Security F has an expected return of 12% and a standard deviation of 34% per year. Security G has an expected return of 18% and a standard deviation of 50% per year. (a) What is the expected return on a portfolio composed of40% of security F and 60% of security G? (b) If the correlation coefficient between F and G is 0.1, what is the standard deviation of the portfolio described in part (a)