Suppose the expected returns and standard deviations of Stocks A and B are E(RA) .083, E(RB) = 143.0A = 353, and 0B = 613. 6.1. Calculate the expected return of a portfolio that is composed of 28 percent Stock A and 72 percent Stock B when the correlation between the returns on A and B is .43 (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Q. Calculate the standard deviation of a portfolio that is composed of 28 percent Stock 2. A and 72 percent Stock B when the correlation between the returns on A and B is 43. (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 -43. (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)