Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .098, E(RB) = 158, CA= 368, and og = .628. a-1. Calculate the expected return of a portfolio that is composed of 43 percent Stock A and 57 percent Stock B when the correlation between the returns on A and B is 58. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 13.22% a-2. Calculate the standard deviation of a portfolio that is composed of 43 percent Stock A and 57 percent Stock B when the correlation between the returns on A and B is 58. (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 Bis - 58. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation References eBook & Resources Worksheet Difficulty Intermediate Section 13 The Return and Risk for Portfolios