Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= 087, E(RB)=147,A=.357, and B=617. a-1. Calculate the expected return of a portfolio that is composed of 32 percent Stock A and 68 percent Stock B when the correlation between the returns on A and B is .47 (Do not round intermediate calculations and enter your onswer os a percent rounded to 2 decimal places, e.g., 32.16.) 0.- Calculate the standard deviation of a portfolio that is composed of 32 percent Stock 2. A and 68 percent Stock B when the correlation between the returns on A and B is 47. (Do not round intermediate calculations and enter your answer os a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of a portfolio with the same portfolio weights as part (a) when the correfation coefficient between the returns on Stocks A and B is -47 . (Do not round intermediote calculations and enter your answer as o percent rounded to 2 decimal places, e.g., 32.16.)