Given:

	E(R1) = 0.13
	E(R2) = 0.17
	E(1) = 0.05
	E(2) = 0.06

Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places.

1. w₁ = 1.00

   Expected return of a two-stock portfolio:

   Expected standard deviation of a two-stock portfolio:

2. w₁ = 0.80

   Expected return of a two-stock portfolio:

   Expected standard deviation of a two-stock portfolio:

3. w₁ = 0.45

   Expected return of a two-stock portfolio:

   Expected standard deviation of a two-stock portfolio:

4. w₁ = 0.25

   Expected return of a two-stock portfolio:

   Expected standard deviation of a two-stock portfolio:

5. w₁ = 0.05

   Expected return of a two-stock portfolio:

   Expected standard deviation of a two-stock portfolio: