Two stocks have the following expected returns and standard deviations: E(R1) = 0.15, E(R2) = 0.12, E(1) = 0.18, and E(2) = 0.10. Calculate the expected returns and expected standard deviations of a two-stock portfolio in which both stocks have a weight of 50 percent under the following conditions (correlations): a. 1,2 = -1.00; b. 1,2 = -0.75; c. 1,2 = -0.50; d. 1,2 = -0.25; e. 1,2 = 0; f. 1,2 = 0.25; g. 1,2 = 0.50; h. 1,2 = 0.75; i. 1,2 = 1.00. Plot the STD of the portfolio (Y) against the correlation between the two stocks (X). What do you find?