Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = 080, E(RB) = 140, 0A = .350, and og = .610. a-1.Calculate the expected return of a portfolio that is composed of 25 percent A and 75 percent B when the correlation between the returns on A and B is.40. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return % - Calculate the standard deviation of a portfolio that is composed of 25 percent A and 2. 75 percent B when the correlation between the returns on A and B is.40. (Do not round intermediate calculations. 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 A and B is - 40. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation %