Problem 11 27 Portfolio Standard Deviation Security F has an expected return of 101 percent and a standard deviation of 431 percent per year. Security G has an expected return of 151 percent and a standard deviation of 621 percent per year a. What is the expected return on a portfolio composed of 31 percent of Security Fond 69 percent of Security G7 (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, .0. 32.16.) Expected return b. If the correlation between the returns of Security F and Security Gis 26, what is the standard deviation of the portfolio described in part (n)? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, ... 32.16.) Standard deviation