Security F has an expected return of 11.30 percent and a standard deviation of 44.30 percent per year. Security G has an expected return of 16.30 percent and a standard deviation of 63.30 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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)