Security F has an expected return of 10.30 percent and a standard deviation of 43.30 percent per year. Security G has an expected return of 15.30 percent and a standard deviation of 62.30 percent per year a. What is the expected return on a portfolio composed of 33 percent of Security F and 67 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.) Expected return b. If the correlation between the returns of Security F and Security G is .28, 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.) Standard deviation