Security F has an expected return of 10.1 percent and a standard deviation of 43.1 percent per year. Security G has an expected return of 15.1 percent and a standard deviation of 62.1 percent per year. a. What is the expected return on a portfolio composed of 31 percent of Security F and 69 percent of Security G? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return b. If the correlation between the returns of Security F and Security G is .26, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation