Security Fhas an expected return of 10.6 percent and a standard deviation of 43.6 percent per year. Security G has an expected return of 15.6 percent and a standard deviation of 62.6 percent per year. a. What is the expected return on a portfolio composed of 36 percent of Security Fand 64 percent of Security G? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 0 % b. If the correlation between the returns of Security Fand Security G is 31, 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.) Standard deviation