Stock A has an expected return of 15 percent and a standard deviation of 30 percent. Stock B has an expected return of 20 percent and a standard deviation of 40 percent. Calculate the expected return and standard deviations for portfolios with the 6 different weights shown below assuming a correlation coefficient of 0.30 between the returns of stock A and B. WA WB 1.0 0.0 0.8 0.2 0.6 0. 0.4 0.6 0.2 0.8 0.0 1.0