. Assume Stock A has an expected return of 10% and a standard deviation of 20%. Stock B has an expected return of 15% and a standard deviation of 38%. If the two stocks have a correlation coefficient of 0.65, answer the following questions assuming the portfolio is comprised of 40% Stock B and 60% Stock A: a. Calculate the expected return of the portfolio. b. Calculate the standard deviation of the portfolio. c. Determine the coefficient of variation for each stock and the portfolio.