In the world on customization..... yes its possible.
You can install a cg engine on a GTO, I dont think it will be a bolt to bolt fit but it wont be that difficult. You would need new custom made foundations to mount engine at the front ..... for rear.... i think you would simply need to drill new holes.
You have make sure the engine is mounted straight and everything else will fall into place...... if the engine is misaligned you will face difficulty with the drivetrain.
Never kept a GTO so cant confirm the average....... however cg125 managed 40-45kmpl.