Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) =.084. E(R_B) =.144. sigma_A =.354. and sigma_B =.614. Calculate the expected return of a portfolio that is composed of 29 percent A and 71 percent B when the correlation between the returns on A and B is.44. (Do not round intermediate calculations and round your final answer to 2 decimal places, (e.g.. 32.16)) Calculate the standard deviation of a portfolio that is composed of 29 percent A and 71 percent B when the correlation between the returns on A and B is.44. (Do not round intermediate calculations and round your final answer to 2 decimal places, (e.g., 32.16)) 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 -.44. (Do not round intermediate calculations and round your final answer to 2 decimal places, (e.g., 32.16))