Suppose the expected returns and standard deviations of stocks A and B are E( R_A ) = 0.15, E( R_B ) = 0.21, _A = 0.48, and _B = 0.72, respectively.

Required:

(a)	Calculate the expected return and standard deviation of a portfolio that is composed of 42 percent A and 58 percent B when the correlation between the returns on A and B is 0.46. (Round your answers to 2 decimal places. (e.g., 32.16))
	Expected return	%
	Standard deviation	%
(b)	Calculate the standard deviation of a portfolio that is composed of 37 percent A and 63 percent B when the correlation coefficient between the returns on A and B is 0.46. (Round your answer to 2 decimal places. (e.g., 32.16))
	Standard deviation	%