Suppose the expected returns and standard deviations of Stocks A and B are E(RA) 081, E(RB)141 GA : .351, and B-611. a-1. Calculate the expected return of a portfolio that is composed of 26 percent Stock A and 74 percent Stock B when the correlation between the returns on A and B is 41. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 26 percent Stock A and 74 percent Stock B when the correlation between the returns on A and B is 41. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 Stocks A and B is -41. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation