Given:

E$($R $1)=0\mathrm{.}13$

E$($R $2)=0\mathrm{.}17$

E$(\backslash$sigma $1)=0\mathrm{.}03$

E$(\backslash$sigma $2)=0\mathrm{.}05$

Calculate the expected returns and expected standard deviations of a two$-$stock portfolio having a correlation coefficient of $0\mathrm{.}70$ under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places.

w $1=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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

w $1=0\mathrm{.}70$

Expected return of a two$-$stock portfolio:

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

w $1=0\mathrm{.}55$

Expected return of a two$-$stock portfolio:

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

w $1=0\mathrm{.}30$

Expected return of a two$-$stock portfolio:

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

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 ri$,$j $=-0\mathrm{.}70$; $0\mathrm{.}00$; $0\mathrm{.}70.$

Choose ONE of the following graphs that I have attached to the problem that are correct, do NOT make another graph. Look at other Chegg responses to similar to this question that have been marked mostly correct by other chegg users, PLEASE AND THANK YOU! Note, the standard deviation should be different for all, NOT the same. Please round to $4$ decimal places as well.