1. Given two stocks with E(r1)=10%,E(r2)=12%,1=18%,2=22%. Calculate the expected returns and standard deviations of a two-stock portfolio under each of the following conditions: (a) w1=0.80,w2=0.20,=0.6;(5 marks ) (b) w1=0.60,w2=0.40,=0;(5 marks ) (c) w1=0.20,w2=0.80,=0.6