Problem 6-05 Given: E(R1) = 0.06 E(R2) = 0.14 E(01) = 0.01 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 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 = 0.65 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 = -0.65 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: Problem 6-05 Given: E(R1) = 0.06 E(R2) = 0.14 E(01) = 0.01 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 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 = 0.65 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 = -0.65 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