Problem 6-05 Glven: E(R1) = 0.11 E(R2) -0.13 E(01) = 0.02 E(02) = 0.04 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 40 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. 1.2 - 1.00 Expected retum of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 1.2 - 0.80 Expected retum of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C.M.2 0.40 Expected retum of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 11,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 0.2-0.40 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 71,2 -0.80 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: 9. 1,2 = -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio