Security F has an expected return of 11.7 percent and a standard deviation of 44.7 percent per year. Security G has an expected return of 16.7 percent and a standard deviation of 63.7 percent per year. a. What is the expected return on a portfolio composed of 23 percent of Security F and 77 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.) b. If the correlation between the returns of Security F and Security G is 18 , 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.)