E(R) - 0.08 E(R2) = 0.11 (01) - 0.02 EQ) - 0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 60 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. 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. 1,2 = 0.15 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 20.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 12 = -0.15 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio f. 1.2 -0.65 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