Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) = .083, E(R_B) = .143, _A = .353, and _B = .613. a-1. Calculate the expected return of a portfolio that is composed of 28 percent A and 72 percent B when the correlation between the returns on A and B is .43. (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 28 percent A and 72 percent B when the correlation coefficient between the returns on A and B is .43. (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 .43. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation %