Security F has an expected return of 10.9% and a standard deviation of 24% per year. Security G has an expected return of 18.1% and a standard deviation of 63% per year. a.) What is the expected return on a portfolio composed of 31% of security F and 69% of security G? b.) If the correlation between the returns of security F and security G is 0.23, what is the standard deviation of the portfolio described in part (a)?