Security Fhas an expected return of 16.0 percent and a standard deviation of 21 percent per year. Security Ghas 21.8 percent and a standard deviation of 46 percent per year. 8. What is the expected return on a portfolio composed of 30 percent of security Fand 70 percent of security G? (D intermediate calculations. Round the final answer to 2 decimal places.) Expected return of the portfolio b. 20.06 % If the correlation between the returns of security Fand security G is 0.25, what is the standard deviation of the po part (a)? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Standard deviation 3432%