Security F has an expected return of 10 percent and a standard deviation of 53 percent per year. Security G has an expected return of 13 percent and a standard deviation of 79 percent per year. a. What is the expected return on a portfolio composed of 40 percent of Security Fand 60 percent of Security G? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the correlation between the returns of Security Fand Security G is.35, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)