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Portfolio Standard Deviation Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) = 11. E(R_B) = .13, sigma_A = .39, and sigma_b = .76. Calculate the expected return and standard deviation of a portfolio that is composed of 35 percent A and 65 percent B when the correlation between the returns on A and B is .5. Calculate the standard deviation of a portfolio with the same portfolio weights as in t then the correlation coefficient between the returns on A and B is - .5. How does the correlation between the returns on A and B affect the standard deviation of the portfolio