Shares A and B have the following returns: Stock A Stock B 0.08 0.06 0.06 0.04 0.05 0.13 -0.02 0.02 0.08 -0.01 a. What are the expected returns of the two shares? b. What are the standard deviations of the returns of the two shares? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 77% share A and 23% share B? CIS a. What are the expected returns of the two shares? The expected return for share A is 0.066. (Round to three decimal places.) The expected return for share B is 0.032. (Round to three decimal places.) b. What are the standard deviations of the returns of the two shares? The standard deviation of the return for share A is 0.0546. (Round to four decimal places.) Spreadsheet 12345 0