Security F has an expected return of 11.3 percent and a standard deviation of 44.3 percent per year. Security G has an expected return of 16.3 percent and a standard deviation of 63.3 percent per year. a. What is the expected return on a portfolio composed of 27 percent of Security F and 73 percent of Security G? (Do not round intermediate calculations. 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 .22, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation