Problem 11-28 Portfolio Standard Devia Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .085, E(RB) - 145, A=.355, and 0B -,615 ces a-1. Calculate the expected return of a portfolio that is composed of 30 percent Stock A and 70 percent Stock B when the correlation between the returns on A and B is.45. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) - Calculate the standard deviation of a portfolio that is composed of 30 percent Stock 2. A and 70 percent Stock B when the correlation between the returns on A and B is .45. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 Stocks A and B is -45. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a-1. Expected return a-2. Standard deviation b. Standard deviation