Security F has an expected return of 11.8 percent and a standard deviation of 44.8 percent per year. Security G has an expected return of 16.8 percent and a standard deviation of 63.8 percent per year.

a. What is the expected return on a portfolio composed of 22 percent of Security F and 78 percent of Security G?(Do not round intermediate calculations. 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 .17, 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).)