Security Fhas an expected return of 12,5 percent and a standard deviation of 14 percent per year, Security Ghas an expected return of 19.0 percent and a standard deviation of 39 percent per year. a. What is the expected return on a portfolio composed of 30 percent of security Fand 70 percent of security G? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Expected return of the portfolio b. If the correlation between the returns of security Fand security Gis 075, 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