Security F has an expected return of 12 0 percent and a standard deviation of 45 0 percent per year Security G has an expected return of 17 0 percent and a standard deviation of 64 0 percent per year a What is the expected return on a portfolio composed of 20 percent of Security F and 80 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 15 , 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 )

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Security F has an expected return of 12 0 percent and a standard deviation of 45 0 percent per year  Security G has an expected return of 17 0 percent and a standard deviation of 64 0 percent per year  a  What is the expected return on a portfolio composed of 20 percent of Security F and 80 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 15 , 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 )

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Security F has an expected return of 12.0 percent and a standard deviation of 45.0 percent per year. Security G has an expected return of

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