Given: E(R1) = 0.14 E(R2) = 0.22 E(1) = 0.04 E(2) = 0.08 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 80 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. r1,2 = 1.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

b. r1,2 = 0.80

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

c. r1,2 = 0.30

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

d. r1,2 = 0.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

e. r1,2 = -0.30

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

f. r1,2 = -0.80

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

g. r1,2 = -1.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio: