Problem 6-05 Given: E(Ri) = 0.07 E(R2) = 0.12 E(01) = 0.02 E(02) - 0.03 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. 11,2 -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 1,2 -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. 11,2 -0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 1,2 -0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: 1,2 -0.20 e. Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 71,2 = -0.65 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: g. 11,2 -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio