Given: E(R) = 0.13 E(R2) - 0.19 E(01) = 0.03 E(02) - 0.05 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 40 percent under the conditions given below. Do not round intermediate calculations, Round your answers for the expected returns of a two-stock portfolio to three decimal places and answers for expected standard deviations of a two-stock portfolio to four decimal places. a. 1.2 - 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 01.2 -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. 1,2 -0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 71.2 -0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 0,2 -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. 11,2 -0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 71,2 -0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 11,2 -0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 71,2 -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: 9.1.2 -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio