Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .089, E(R3) = 149, 04 = 359, and g = 619. a-1. Calculate the expected return of a portfolio that is composed of 34 percent Stock A and 66 percent Stock B when the correlation between the returns on A and B is 49. (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 34 percent Stock A and 66 percent Stock B when the correlation between the returns on A and B is 49. (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 - 49. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %