Shares A and B have the following returns: Stock A 1 0.11 2 0.07 3 0.15 4 -0.02 5 0.09 B C D U Stock B 0.06 0.03 0.04 0.02 -0.05 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 0.48, what is the expected return and standard deviation of a portfolio of 73% share A and 27% share B? a. What are the expected returns of the two shares? The expected return for share A is (Round to three decimal places.) The expected return for share Bis (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 Ais I. (Round to four decimal places.) The standard deviation of the return for share B is (Round to four decimal places.) c. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 73% share A and 27% share B? The expected return for the portfolio is (Round to four decimal places.) The standard deviation of the return for the portfolio is . (Round to four decimal places.)