E(R1)=0.12E(R2)=0.16E(1)=0.05E(2)=0.06 culate the expected returns and expected standard devitions of a two-stock portfolio having a correlation coefficlent of 0.60 under the conditions given below. Do not round trmediste alculations. Round your answers to four decimal places. a. w1=1.00 Expected return of a two-stock portfollo: Expected standard deviatian of a two-stock portfolio: b. w1=0.65 Expected return of a two-stock porfolio: Expected standard deviation of a two-stock portfolio: c. w1=0.50 Expected return of a two-stock portfolio: Expected standard beviation of a two-stock partfolio: d. w1=0.30 Expected return of a two-stock portfollo: Expected standard deviation of a two-stock portfolio- Q. w1=0.05 Expected return of a two-stock porvolio: Expected standard devistion of a two stock pertfolio