Given: E(R 1) = 0.12 E(R 2) = 0.17 E( 1) = 0.04 E( 2) = 0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.65 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. w 1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.80 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.40 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct riskreturn graph for weights from parts (a) through (e) when ri,j = -0.65; 0.00; 0.65.