Suppose the expected returns and standard deviations of Stocks A and B are E(RA)=10, E(RB)=12,A=139, and B=72 a-1. Calculate the expected return of a portfolio that is composed of 40 percent Stock A and 60 percent Stock B when the correlation between the returns on A and B is .5. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a-2. Calculate the standard deviation of a portfolio that is composed of 40 percent Stock A and 60 percent Stock B when the correlation between the returns on A and B is .5. (Do not round intermediate calculations and enter your answer as a. percent rounded to 2 decimal places, e.g., 32.16.) 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 Stocks A and B is -5. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)