Help Save & Exit Subr 2 Problem 11-28 Portfolio Standard Deviation 50 points Suppose the expected returns and standard deviations of Stocks A and Bare E(RA) = .083, E(R3) - 143.0A = 353, and OB = .613. Skipped a-1. Calculate the expected return of a portfolio that is composed of 28 percent A and 72 percent when the correlation between the returns on A and Bis 43. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.) -Book Print References Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 28 percent A and 72 percent B when the correlation coefficient between the returns on A and Bis.43. (Do not round intermediate calculations. 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 A and Bis -.43. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation %