A portfolio has $15,000 of its funds invested in Security One and $45,000 of its funds invested in Security Two Security One has an expected return of 14% and a standard deviation of 18%. Security Two has an expected return of 8% and a standard deviation of 7%. The securities have a correlation of 5. a) what is the expected return of the portfolio (1 marks) b) what is the standard deviation of the portfolio (4 marks)