Question: Please I need help for this urgently. thanks Given: E ( R 1 ) = 0.12 E ( R 2 ) = 0.16 E (

Please I need help for this urgently. thanks

Given:

E(R 1) = 0.12 E(R 2) = 0.16 E( 1) = 0.04 E( 2) = 0.05

Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places.

  1. w 1 = 1.00

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

  1. w 1 = 0.75

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

  1. w 1 = 0.60

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

  1. w 1 = 0.20

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

  1. w 1 = 0.10

Expected return of a two-stock portfolio:

Expected standard deviation of a two-stock portfolio:

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