Security F has an expected return of 20.0 percent and a standard deviation of 30 percent per year. Security G has an expected return of 25.0 percent and a standard deviation of 54 percent per year.

Security Fhas an expected return of 20.0 percent and a standard deviation of 30 percent per year. Security G has an expected return of 25.0 percent and a standard deviation of 54 percent per year a. What is the expected return on a portfolio composed of 30 percent of security F and 70 percent of security G? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Expected return of the portfolio 235 % b. If the correlation between the returns of security F and security G is 0.75, what is the standard deviation of the portfolio described in part (a)? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Standard deviation