E(R1) = 0.09 E(R2) = 0.14 E(1) = 0.03 E(2) = 0.04 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 70 percent under the conditions given below. Do not round intermediate calculations. Round your answers for the expected returns of a two-stock portfolio to three decimal places and answers for expected standard deviations of a two-stock portfolio to four decimal places. r1,2 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = 0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = -0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: r1,2 = -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: