Security f has an expected return of 11.7 percent and a standard deviation of 44.7 percent per year. security g has an expected return of 16.7 percent and a standard deviation of 63.7 percent per year. a. what is the expected return on a portfolio composed of 23 percent of security f and 77 percent of security g? (do not round intermediate calculations. enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.) expected return 15.55 15.55 correct % b. if the correlation between the returns of security f and security g is .18, what is the standard deviation of the portfolio described in part (a)? (do not round intermediate calculations. enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.)