Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = 0.100, E(RB) = 0.160,0A = 0.370, and op = 0.630. (Do not round intermediate calculations. Round the final answers to 2 decimal places.) a-1. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is 0.60. Expected return % a-2. Calculate the standard deviation of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is 0.60. 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 -0.60. Standard deviation %