Suppose Firm A and Firm B have the expected returns and volatilities shown below: Assume that you have a portfolio consiting of 38.00% invested in Firm A and 62.00% invested in Firm B: A) Calculate the i) expected return and ii) standard deviation of the above portfolio for each of the following different assumptions about the correlation coefficient (i.e. AB ) of the returns of the two stocks (Round to two decimal places): Assuming that AB=1.00, then Port= % Assuming that AB=0.17, then E[RPort]=Port=%%% Assuming that AB=0.00, then E[Rport]= % Port= Assuming that AB=1.00, then E[RPort]= % Port=