Problem 11-28 Portfolio Standard Deviation Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .100, E(RB) = 160, OA=.370, and 0B = .630. a-1. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 45 percent A and 55 percent B when the correlation coefficient between the returns on A and B is .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation O % 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 B is -.60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation Commen % Problem 11-28 Portfolio Standard Deviation Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .100, E(RB) = 160, OA=.370, and 0B = .630. a-1. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent B when the correlation between the returns on A and B is .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 45 percent A and 55 percent B when the correlation coefficient between the returns on A and B is .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation O % 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 B is -.60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Standard deviation Commen %