Suppose the expected returns and standard deviations of Stocks A and B are E(RA) 087, E(RB) = 147,0A = .357, and og = .617. 0-1. Calculate the expected return of a portfolio that is composed of 32 percent A and 68 percent B when the correlation between the returns on A and B is 47. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Expected return % - Calculate the standard deviation of a portfolio that is composed of 32 percent A and 2. 68 percent B when the correlation between the returns on A and B is 47. (Do not round intermediate calculations and round your final answer 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 - 47. (Do not round intermediate calculations and round your final answer to 2 decimal places. (0.g., 32.16)) Standard deviation 96