Suppose the expected returns and standard deviations of Stocks A and Bare ERA) -0,086. EfRB)= 0,146,0A=0,356, and 080616 (Do not round Intermediate calculations. Round the final answers to 2 decimal places.) 0-1. Calculate the expected return of a portfolio that is composed of 31 percent A and 69 percent when the correlation between the returns on A and Bis 0.46 Expected return 2-2. Calculate the standard deviation of a portfolio that is composed of 31 percent A and 69 percent when the correlation between the returns on A and Bis 0.46. 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 Bis -0,46 Standard deviation