Expected return on Stock A Standard deviation of return Expected return on Stock B Standard deviation of return Correlation coefficient of the returns on Stock A and Stock B .15 (15%) 0.3 .18 (18%) 0.4 0.75 What are the expected returns and standard deviations of the following portfolios? 1. 100 percent of funds invested in Stock A 2. 100 percent of funds invested in Stock B 3.50 percent of funds invested in each stock? b. What would be the impact if the correlation coefficient were -0.42 instead of 0.75