Problem $1128$ Portfollo Standard Devlation

Suppose the expected retums and standard deviations of Stocks A and $B$ are $E(R_A)=\mathrm{.}093,E(R_B)=\mathrm{.}153,{}_A=\mathrm{.}363,$ and ${}_B=\mathrm{.}623.$

a$-1.$ Calculate the expected retum of a portfolio that is composed of $38$ percent A and $62$ percent $B$ when the correlation between the

returns on A and $B$ is $\mathrm{.}53.($Do not round intermedlate calculations. Enter your answer as a percent rounded to $2$ decimal places,

e$.$g$..3216.)$

Expected return

$\%$

a$-2$ Calculate the standard devlation of a portfolio that is composed of $38$ percent A and $62$ percent $B$ when the correlation coefficient

between the returns on A and $B$ is $\mathrm{.}53.($Do not round intermediate calculations. Enter your answer as a percent rounded to $2$

decimal places, e$.$g$.,3216.)$

Standard deviation

b$.$ Calculate the standard deviation of a portfollo with the same portfolio welghts as in part $($a$)$ when the correlation coefficlent between

the returns on A and $B15-\mathrm{.}53.($Do not round intermedlate calculations. Enter your answer as a percent rounded to $2$ decimal

places $($e$.$g$.,3216).)$