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Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .084, E(RB) = .144, A = .354, and B =

Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .084, E(RB) = .144, A = .354, and B = .614. a-1. Calculate the expected return of a portfolio that is composed of 29 percent A and 71 percent B when the correlation between the returns on A and B is .44. (Do not round intermediate calculations. 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 29 percent A and 71 percent B when the correlation between the returns on A and B is .44. (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 .44. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation %

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