Given: E(R1) = 0.09 E(R2) = 0.11 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 70 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. 71,2 = 0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. 71,2 -0.35 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 11,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 11,2 = -0.35 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: g. 11,2 = -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio