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Given: E(R) = 0.12 E(R2) = 0.17 E(0) = 0.05 E(02) = 0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. W = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b.wi = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. W = 0.45 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. wi = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. W = 0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct risk-return graph for weights from parts (a) through (e) when ru = -0.75; 0.00; 0.75. The correct graph is -Select- Given: E(R) = 0.12 E(R2) = 0.17 E(0) = 0.05 E(02) = 0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. W = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b.wi = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. W = 0.45 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. wi = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. W = 0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct risk-return graph for weights from parts (a) through (e) when ru = -0.75; 0.00; 0.75. The correct graph is -Select