The market portfolio has an expected return of 12 percent and a standard deviation of 19 percent. The risk-free rate is 5 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 7 percent? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Expected return % b. What is the standard deviation of a well-diversified portfolio with an expected return of 20 percent? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Standard deviation (p) %