The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% Suppose you create a portfolio that is 80% invested in stock A and 20% invested in stock B. The correlation between the returns of the two stocks is 6.27%. (a) Calculate the expected return and volatility (as percents) of this portfolio. (Round your answer for volatility to two decimal places.) expected return volatility Rp), is 39.71%. (Round your answers to two decimal places.) (b) Calculate the relevant risk (as a percent) of each asset in this portfolio (the risk the investor cares about). The correlation between the returns of this portfolio and stock A, Corr(RAR), is 94.09%. The correlation between the returns of this portfolio and stock B, Corr(R stock A stock B