Investments in storage facilities in San Diego, CA has a $62\%$ return correlation with investments in multi$-$family properties in Atlanta. Based on the information provided in tab Q$8$:

a$.$

What is the expected return on a portfolio that invests $40\%$ in San Diego storage facilities and $60\%$ in Atlanta multi$-$family properties?

b$.$

What can you say about the annual standard deviation of return of a portfolio that invests $40\%$ in San Diego storage facilities and $60\%$ in Atlanta multi$-$family properties? $($note: your answer should only indicate a value that is smaller or larger than a specific percentage. For example $-$ higher than $10\%)$