Given: E(R.) = 0.12 E(R,) = 0.16 E(o,) = 0.04 E(o,) = 0.06 Calculate the expected returns and expected stand- ard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the following conditions. (a) W = 1.00 (b) w. = 0.75 (c) W. = 0.50 (d) w, = 0.25 (e) w, = 0.05 Plot the results on a return-risk graph. Without cal- culations, draw in what the curve would look like first if the correlation coefficient had been 0.00 and then if it had been -0.70