Given:

E$($R $1)=0\mathrm{.}12$

E$($R $2)=0\mathrm{.}16$

E$(\backslash$sigma $1)=0\mathrm{.}05$

E$(\backslash$sigma $2)=0\mathrm{.}07$

Calculate the expected returns and expected standard deviations of a two$-$stock portfolio having a correlation coefficient of $0\mathrm{.}75$ 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 $1=0\mathrm{.}85$

Expected return of a two$-$stock portfolio:

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

w $1=0\mathrm{.}40$

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: