Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= 0.100,E(RB)=0.160,A=0.370, and B=0.630. (Do not round intermediate calculations. Round the final answers to 2 decimal places.) a. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is 0.60. (1 Mark) b. Calculate the standard deviation of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is 0.60. (2 Marks) c. 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 0.60. (2 Marks)