Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= 100,E(RB)=.160,A=.370, and B=.630. a-1. Calculate the expected return of a portfolio that is composed of 45 percent Stock A and 55 percent Stock B when the correlation between the returns on A and B is .60 . (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a- Calculate the standard deviation of a portfolio that is composed of 45 percent Stock 2. A and 55 percent Stock B when the correlation between the returns on A and B is 60 . (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 Stocks A and B is -60 . (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)