TIUMCWUI. Ullder 2 Homework Score: 0 of 1 pt 5 of 12 (9 complete) HW SO P 12-8 (similar to) Stocks A and B have the following retums: WN Stock A 0.09 0.06 0.13 -0.02 0.09 Stock B 0.04 0.02 0.05 0.02 -0.03 a. What are the expected returns of the two stocks? b. What are the standard deviations of the retums of the two stocks? c. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 78% stock A and 22% stock B? The expected return for stock A is 0.07. (Round to three decimal places.) The expected return for stock B is 0.02. (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the return for stock Ais (Round to four decimal places.) Enter your answer in the answer box and then click Check Answer. 2 parts Clear All 5 remaining