Mr. X is considering investment in two securities A and B with the information on the expected return and the standard deviation as following: Indicator Expected return Standard deviation Security A 14% 3.5% Security B 22% 11.5% Mr. X decides to invest VND 260 million in the security A and VND 140 million in the security B. Please calculate: The expected return on the portfolio of Mr. X When the correlation between the return on security A and security B is 0.4, calculate the standard deviation of the portfolio.