You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Expected Return Standard Deviation Correlation A 11% 23% .8 B 16 38 a. If you demand an expected return of 13%, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 3 decimal places.) Stock Portfolio Weight A B b. What is the portfolio’s standard deviation? (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation %