Security $F$ has an expected return of $10\mathrm{.}5$ percent and a standard

deviation of $10$ percent per year. Security $G$ has an expected return of

$17\mathrm{.}4$ percent and a standard deviation of $35$ percent per year.

a$.$ What is the expected return on a portfolio composed of $30$ percent

of security $F$ and $70$ percent of security $G?($Do not round the

intermediate calculations. Round the final answer to $2$ decimal

places.$)$

Expected return of the portfolio

b$.$ If the correlation between the returns of security $F$ and security $G$ is

$0\mathrm{.}50,$ what is the standard deviation of the portfolio described in part

$($a$)?($Do not round the intermediate calculations. Round the final

answer to $2$ decimal places.$)$