Suppose the expected returns and standard deviations of Stocks A and B are E(Ra) = .085, E(Re) = .145, .355, and .615. a-1. Calculate the expected return of a portfolio that is composed of 30 percent Stock A and 70 percent Stock B when the correlation between the returns on A and B is .45. (Do not round intermediate calculations and 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 30 percent Stock A and 70 percent Stock B when the correlation between the returns on A and B is .45. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on Stocks A and B is-45. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. Standard deviation