Security F has an expected return of 10.4 percent and a standard deviation of 43.4 percent per year. Security G has an expected return of 15.4 percent and a standard deviation of 62.4 percent per year.

a. What is the expected return on a portfolio composed of 34 percent of Security F and 66 percent of Security G?

b. If the correlation between the returns of Security F and Security G is .29, what is the standard deviation of the portfolio described in part (a)?