You can form a portfolio of two assets. A and B, whose returns have the following characteristics: Expected Standard Return Daviation Correlation A 10% 29% .6 B 20 44 a. If you demand an expected return of 15%, what are the portfolio weights? (Do not round intermediate calculations. Round you answers to 3 decimal places.) Stock Portfolio Weight b. What is the portfolio's standard deviation? (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation %