E(R 1) = 0.13 E(R2) = 0.17 E(o 1) = 0.04 E(02) = 0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.60 under the conditions given below. Do not rounc intermediate calculations. Round your answers to four decimal places. a. w 1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w 1 = 0.85 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. W 1 = 0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w 1 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w 1 = 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 r = -0.60; 0.00; 0.60. The correct graph is -Select-

E(R1)=0.13E(R2)=0.17E(g1)=0.04E(2)=0.07 intermediate chiculabions. Round your answers to four decimal places. a. Wt=1.00 Eipected return of a two-stock porttolio: Expected standard deviston of a two-stock portfolio: b. w1=0.85 Expected return of a two-stock portolio: Expected standard deviation of a two-stock portfolio: e. w1=0.55 Expected return of a two-stock portfolio: Expected standard deviotion of a two-stock pertfolio? d. w1=0.25 Expected return of a two-stock portfolicis Eipected standard deviation of a two-steck portfolio: 6. wz=0.05 Fepected return of a two-stock portfolio: Expected standard deviation of a two-stock portfollo: Chome the correct nsk-return oraph for weights from parts (a) through (e) when ry) =0.60;0.00;0.60