Please help! Answer a-g please.

Given:

	E(R1) = 0.14
	E(R2) = 0.22
	E(1) = 0.02
	E(2) = 0.04

Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 50 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.

1. a. r_1,2 = 1.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. b. r_1,2 = 0.65

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. c. r_1,2 = 0.40

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. d. r_1,2 = 0.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. e. r_1,2 = -0.40

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. f. r_1,2 = -0.65

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

1. g. r_1,2 = -1.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio: