Good comments and likes!

Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= 0.088,E(RB)=0.148,A=0.358, and B=0.618 (Do not round intermediate calculations. Round the final answers to 2 decimal places.) a. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and B is 0.48. (1 Mark) b. Calculate the standard deviation of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and B is 0.48. (2 Marks) c. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on A and B is 0.48. (2 Marks)