Given: E(R1)=0.06E(R2)=0.12E(1)=0.01E(2)=0.03 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 60 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=0.10 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=0.10 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