Given:

$E(R_1)=0\mathrm{.}06$

$E(R_2)=0\mathrm{.}14$

$E({}_1)=0\mathrm{.}02$

$E({}_2)=0\mathrm{.}03$

a$.r_{1,2}=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

b$.r_{1,2}=0\mathrm{.}80$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

c$.r_{1,2}=0\mathrm{.}20$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

d$.r_{1,2}=0\mathrm{.}00$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

e$.r_{1,2}=-0\mathrm{.}20$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

f$.r_{1,2}=-0\mathrm{.}80$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

g$.r_{1,2}=-1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio: