Security F has an expected return of 12.00 percent and a standard deviation of 45.00 percent per year. Security G has an expected return of 17.00 percent and a standard deviation of 64.00 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 round your final answer to 2 decimal places. (e.g., 32.16)) Expected return % 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 round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation %

Security F has an expected return of 12.00 percent and a standard deviation of 45.00 percent per year. Security G has an expected return of 17.00 percent and a standard deviation of 64.00 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 round your final answer to 2 decimal places. (e.g., 32.16) Expected return 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 round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation