MGMT 326-Fundamentals of Corporate Finance - Berk/DeMarzo Gabriel Pacheco Homework: Chapter 12 Homework Score: 0 of 1 pt 5 of 15 (6 complete) ? HW P 12-8 (similar to) Stocks A and B have the following returns: Stock A 0.09 0.07 0.12 -0.02 0.08 0.05 0.04 0.03 0.02 -0.02 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? C. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 64% stock A and 36% stock B? a. What are the expected returns of the two stocks? The expected return for stock A isRound to three decimal places.) Enter your answer in the answer box and then click Check Answer Clear All remaining