stand OS 01 28. Portfolio Standard Deviation Suppose the expected .47, and ob = .81. Stocks A and B are E(R) = .11, E(Rp) = .13, OA a. Calculate the expected return and standard deviation of a portfolio that is composed of 40 percent A and 60 percent B when the correlation between the returns on A and B is.5. b. 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 -.5. c. How does the correlation between the returns on A and B affect the standard deviation of the portfolio