The market portfolio has an expected return of 11.8 percent and a standard deviation of 21.8 percent. The risk-free rate is 4.8 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 8.8 percent? (Do not round intermediate calculations. 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 19.8 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).)