Security F has an expected return of 12.0 percent and a standard deviation of 45.0 percent per year. Security G has an expected return of 17.0 percent and a standard deviation of 64.0 percent per year. a. What is the expected return on a portfolio composed of 20 percent of Security F and 80 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 .15, 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.)