Security F has an expected return of 10.8 percent and a standard deviation of 43.8 percent per year. Security G has an expected return of 15.8 percent and a standard deviation of 62.8 percent per year. a. What is the expected return on a portfolio composed of 38 percent of Security F and 62 percent of Security G? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the correlation between the returns of Security F and Security G-is 33, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.. 32.16.) % a. Expected return b. Standard deviation %