An insurance company has a portfolio of motorcycle contracts comprising of nS = 40,000 slow motorcycles (S) and nF = 20,000 fast motorcycles (F). Slow motorcycles have a mean loss of 500 and a standard deviation of 700. Fast motorcycles have a mean loss of 300 and a standard deviation of 400. Correlations between slow motorcycle exposure units are rS = 0.2; correlations between fast motorcycle exposure units are rF = 0.2; and correlations between slow and fast motorcycle exposure units are rSF = 0.1. (i) Calculate the variance of the sampling distribution of average losses (liabilities) per exposure unit for this insurance portfolio. (ii) Calculate the standard deviation of the sampling distribution of average losses (liabilities) per exposure unit for this insurance portfolio.