Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, A = .358, and B = .618.

Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, 0A = .358, and 0B = .618. a-1. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and B is .48. (Do not round intermediate calculations. Enter your answer as a percent rounded to decimal places, e.g., 32.16.) Expected return 12.82 % a-2. Calculate the standard deviation of a portfolio that is composed of 33 percent A and 67 percent B when the correlation coefficient between the returns on A and B is .48. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation 0 % 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 -.48. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation