The market portfolio has an expected return of 11.4 percent and a standard deviation of 21.4 percent. The risk-free rate is 4.4 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 8.4 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 19.4 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16) Expected return Standard deviation