Stocks A and B have the returns shown in the picture below. a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? C. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 50% stock A and 50% stock B? Stock A Stock B 1 0.16 0.06 2 0.05 0.03 3 0.13 4 -0.04 0.04 0.02 -0.15 5 0.09