Given: E(R 1) = 0.12 E(R 2) = 0.16 E( 1) = 0.03 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. a. W = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w 1 = 0.65 Expected return of a two-stock portfolio: I Expected standard deviation of a two-stock portfolio: C. W 1 = 0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w 1 = 0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w 1 = 0.10 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 rij = -0.75; 0.00; 0.75. The correct graph is -Select- A. TERL