Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) = 0.096, E(R_B) = 0.156, _A = 0.366, and _B = 0.626. (Do not round intermediate calculations. Round the final answers to 2 decimal places.)

a-1. Calculate the expected return of a portfolio that is composed of 41 percent A and 59 percent B when the correlation between the returns on A and B is 0.56.

Expected return_______% ?

a-2. Calculate the standard deviation of a portfolio that is composed of 41 percent A and 59 percent B when the correlation between the returns on A and B is 0.56.

Standard deviation___________% ?

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 0.56.

Standard deviation___________% ?