Suppose the expected returns and standard deviations of Stocks A and B are E(Ra)-.091, E(RB)-.151, A-361, and OB .621 a-1.Calculate the expected return of a portfolio that is composed of 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return a2. Calculate the standard deviation of a portfolio that is composed of 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51 (Do not round intermediate calculations and enter your answer as a percent rounded 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 Stocks A and B is-51 (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation