E(R 1) = 0.13 E(R 2) = 0.18 E( 1) = 0.03 E( 2) = 0.05 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.80 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. w 1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.40 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: w 1 = 0.10 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct riskreturn graph for weights from parts (a) through (e) when ri,j = -0.80; 0.00; 0.80. The correct graph looks like