Suppose the expected returns and standard deviations of stocks a and b are e(ra) = .100, e(rb) = .160, σa = .370, and σb = .630. a-1. calculate the expected return of a portfolio that is composed of 45 percent stock a and 55 percent stock b when the correlation between the returns on a and b is .60. (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.) a-2. calculate the standard deviation of a portfolio that is composed of 45 percent stock a and 55 percent stock b when the correlation between the returns on a and b is .60. (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 −.60. (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.)