Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .099, E(RB) = .159, sigma A = .369, and sigma B = .629. a-1. Calculate the expected return of a portfolio that is composed of 44 percent A and 56 percent B when the correlation between the returns on A and B is .59. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) a-2. Calculate the standard deviation of a portfolio that is composed of 44 percent A and 56 percent B when the correlation between the returns on A and B is .59. (Do not round intermediate calculations and round your final answer 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 A and B is -.59. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))