Please include calculations and formulas.

Security Fhas an expected return of 11.5 percent and a standard deviation of 12 percent per year. Security G has an expected return of 18.2 percent and a standard deviation of 37 percent per year. a. What is the expected return on a portfolio composed of 30 percent of security Fand 70 percent of security G? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Expected return of the portfolio % b. If the correlation between the returns of security Fand security G is 0.25, what is the standard deviation of the portfolio described in part (a)? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Standard deviation %