Given:

$E(R_1)=0\mathrm{.}12$

$E(R_2)=0\mathrm{.}17$

$E({}_1)=0\mathrm{.}05$

$E({}_2)=0\mathrm{.}06$

Calculate the expected returns and expected standard deviations of a two$-$stock portfolio having a correlation coefficient of $0\mathrm{.}60$ under the conditions given below, Do not round intermediate calculations.

Round your answers to four decimal places.

a$.w_1=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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

b$.w_1=0\mathrm{.}80$

Expected return of a two$-$stock portfolio:

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

c$.w_1=0\mathrm{.}45$

Expected return of a two$-$stock portfolio:

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

d$.w_1=0\mathrm{.}20$

Expected return of a two$-$stock portfolio:

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

e$.w_1=0\mathrm{.}05$

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 $r_{1,}=-0\mathrm{.}60$;$0\mathrm{.}00$;$0\mathrm{.}60.$

The correct graph is $-$ Select$-V.$

$4-$

B$.$