Portfolio Standard Deviation Security F has an expected return of 9 percent and a standard deviation of 43 percent per year. Security G has an expected return of 12 percent and a standard deviation of 76 percent per year. a. What is the expected return on a portfolio composed of 40 percent of Security F and 60 percent of 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)