Security F has an expected return of 11.20 percent and a standard deviation of 44.20 percent per year. Security G has an expected return of 16.20 percent and a standard deviation of 63.20 percent per year.

a.

What is the expected return on a portfolio composed of 28 percent of Security F and 72 percent of Security G?

b.	If the correlation between the returns of Security F and Security G is .23, what is the standard deviation of the portfolio described in part (a)?