Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) = .097, E(R_B) = .157, sigma_A = .367, and sigma_B = .627. Calculate the expected return of a portfolio that is composed of 42 percent Stock A and 58 percent Stock B when the correlation between the returns on A and B is .57. (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 that is composed of 42 percent Stock A and 58 percent Stock B when the correlation between the returns on A and B is .57. (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 -.57. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)