Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, A = .358, and B = .618. a-1. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and B is .48. (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 33 percent A and 67 percent B when the correlation between the returns on A and B is .48. (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 .48. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation %

Suppose the expected returns and standard deviations of Stocks A and B are E(RA)088, E(RB) 148, .358, and .618. a-1. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and B is .48. (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 33 percent A and 67 percent B when t is composed of 33 percent A and 67 percent B whern the correlation between the returns on A and B is .48. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation 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 -48. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) b. Standard deviation References