Suppose the expected returns and standard deviations of Stocks A and B are E(R_A) = .091, E(R_B) = .151, σ_A = .361, and σ_B = .621.

a-1. Calculate the expected return of a portfolio that is composed of 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and 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 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and 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 Stocks A and B is -.51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Standard deviation %