III$)$ Security A has an expected return of $10$ percent and a standard deviation of $53$ percent per year. Security B has an expected return of $13$ percent and a standard deviation of $79\%$ per year. $(10$ points$)$

a$.$ Your portfolio is invested $45\%$ in A and $55$ percent in $B.$ What is the expected return of the portfolio?

b$.$ What is the variance of the portfolio if the correlation between Security A and Security B is $0\mathrm{.}4?$