Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .095, E(RB) = .155, σA = .365, and σB = .625. a-1. Calculate the expected return of a portfolio that is composed of 40 percent A and 60 percent B when the correlation between the returns on A and B is .55. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 13.1 Numeric ResponseEdit Unavailable. 13.1 correct. % a-2. Calculate the standard deviation