a. What are the expected returns of the two stocks? b. What are the standard deviations of the retums of the two stocks? c. If their correlation is 0.42, what is the expected return and standard deviation of a portfolio of 78% stock A and 22% stock B? a. What are the expected retums of the two stocks? The expected retum for stock A is (Round to three decimal places.) The expected return for stock B is (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the return for stock A is (Round to four decimal places.) The standard doviation of the return for stock B is (Round to four decimal piaces.) c. If their correlation is 0.42, what is the expected retum and standard deviation of a portfolio of 78% stock A and 22% stock B ? The expected retum for the portiolio is (Round to four decimal places.) The standard deviation of the return for the portfolio is (Found to four decimal places.)