Suppose the expected returns and standard deviations of Stocks A and Bare ERA) = 0.089, E(AB) = 0.149. 0A = 0.359, and 0g = 0.619. (Do not round intermediate calculations. Round the final answers to 2 decimal places.) 0-1. Calculate the expected return of a portfolio that is composed of 34 percent A and 66 percent 8 when the correlation between the returns on A and Bis 049. Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 34 percent A and 66 percent B when the correlation between the returns on A and Bis 0.49. Standard deviation LE % 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 Bis -0.49. Standard deviation