Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .097, E(RB) = .157, A = .367, and B = .627. a-1. Calculate the expected return of a portfolio that is composed of 42 percent A and 58 percent B when the correlation between the returns on A and B is .57. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Expected return % a-2. Calculate the standard deviation of a portfolio that is composed of 42 percent A and 58 percent B when the correlation between the returns on A and B is .57. (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 .57. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))