EE eBook Problem 6-06 Given: E(R1) = 0.12 E(R2) = 0.17 E(01) = 0.05 E(02) = 0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. W1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. W1 = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. W1 = 0.50 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. W1 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. W1 = 0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct risk-return graph for weights from parts (a) through (e) when rij = -0.75; 0.00; 0.75. The correct graph is -Select- v