28. Portiolio Standard Deviation Suppose the expected retuMs and standard deviations of Stocks A and B are E(RA)=10,E(RB)=12,A=.39, and B=72 a. Calculate the expected retum and standard deviation of a portfolio that is composed of 40 percent A and 60 percent B when the correlation between the returns on A and B is .5 . b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficlent between the returns on A and B is -.5 . c. How does the correlation between the returns on A and B affect the standard deviation of the portfolio