Given: E(R 1) = 0.13 E(R2) = 0.17 E(o 1) = 0.04 E(02) = 0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.60 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. w 1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w 1 = 0.85 Expected return of a two-stock portfolio: 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 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. W 1 0.05 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 r = -0.60; 0.00; 0.60.

E(R1)=0.13E(R2)=0.17E(1)=0.04E(2)=0.07 Cakutate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0,60 under the canditions given below. Do not round intermediate calculations. Round vour answers to four decimal places. a. w1=1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolo: b. w1=0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. w1=0.55 Expected refurn of a two-stock pertfolia: txpected standard devation of a two-stock pertfolio: d. wx=0.25 Expected return of a two-stock pertfolio: Expected standard deviation of a two-stock partfolioi e. w1=0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock pertfolio: Choose the correct risk-return graph for weights from parts (e) through (e) when ny=0.60;0.00;0.60