EX] 9. Stock A and B have the following returns: PROJECT Stock A Stock B 1 0.10 0.06 2. 0.07 0.02 3 0.15 0.05 4 -0.05 0.01 5 0.08 -0.02 a. What are the expected returns of the two stocks? b. What are the standard deviations of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 70% stock A and 30% stock B? PROJECT X X11. Using your estimates from Problem 9 and the fact that the correlation of A and B is 0.48, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B