Security F has an expected return of 11.00 percent and a standard deviation of 44.00 percent per year. Security G has an expected return of 16.00 percent and a standard deviation of 63.00 percent per year.

a.	What is the expected return on a portfolio composed of 40 percent of Security F and 60 percent of Security G? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

b.	If the correlation between the returns of Security F and Security G is .35, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))