d deviation of 73 percent Portfolio Standard Deviation Security F has an expected return of 10 percent and a standard deviat 49 percent per year. Security G has an expected return of 14 percent and a standard deviation of 7 per year. a. What is the expected return on a portfolio composed of 30 percent of Security F and 70 percent Security G? b. If the correlation between the returns of Security F and Security G is.25, what is the standard deviation of the portfolio described in part (a)? in Cumare the cynected returns and standard deviations of Stocks A and B