Suppose the expected returns and standard deviations of Stocks A and B are E$($RA$)=\mathrm{.}093,$ E$($RB$)=\mathrm{.}153,\backslash$sigma A $=\mathrm{.}363,$ and $\backslash$sigma B $=\mathrm{.}623.$

a$-1.$

Calculate the expected return of a portfolio that is composed of $38$ percent Stock A and $62$ percent Stock B when the correlation between the returns on A and B is $\mathrm{.}53.($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

a$-2.$

Calculate the standard deviation of a portfolio that is composed of $38$ percent Stock A and $62$ percent Stock B when the correlation between the returns on A and B is $\mathrm{.}53.($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

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 $\mathrm{.}53.($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$