E(R1)=0.13E(R2)=0.17E(1)=0.04E(2)=0.05 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=0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1=0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w1=0.10 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 ri,j=0.75;0.00;0.75. The correct graph is E(R1)=0.13E(R2)=0.17E(1)=0.04E(2)=0.05 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=0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1=0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w1=0.10 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 ri,j=0.75;0.00;0.75. The correct graph is