Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= .099, E(RB) = 159, A= 369, and Og = .629. Calculate the expected return of a portfolio that is composed of 44 percent A and 56 percent B when the correlation between the returns on A and B is.59. (Do not a-1. round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Calculate the standard deviation of a portfolio that is composed of 44 percent A and a-2. 56 percent B when the correlation coefficient between the returns on A and B is.59. * (Do not round intermediate calculations and enter your answer as a percent rounded 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 - 59. (Do b. not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % a-1. Expected return a-2. Standard deviation b. Standard deviation %