E(R1)=0.13E(R2)=0.18E(1)=0.04E(t)=0.05 alculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.60 under the conditions given below. Do not round itermed ate calculations. Round your answers to four decimal places. a. w1=1.00 Expected retum of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 1=0.75 Expected return of a two-stock portfolio: Expected standard efviation of a two-stock portfolio: c. wi=0.55 Expected return of a fwo-stock pertfolio: Expected standard deviatoon of a two-stock portfollo. d. Fy=0.30 Exoected feturn of a tw0-sock portiolio. Expected standard beviation of a two-stock portfolio e. Wi =0.10 Eqpected return of a two-sock portfolio: Expected standard deviation of a two-stock portfolio Choote the correct rikkireturn graph for weights toom parts (a) throvgh (e) when ny=0.60;0.00;0.60, The correct graph is E(R1)=0.13E(R2)=0.18E(1)=0.04E(t)=0.05 alculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.60 under the conditions given below. Do not round itermed ate calculations. Round your answers to four decimal places. a. w1=1.00 Expected retum of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 1=0.75 Expected return of a two-stock portfolio: Expected standard efviation of a two-stock portfolio: c. wi=0.55 Expected return of a fwo-stock pertfolio: Expected standard deviatoon of a two-stock portfollo. d. Fy=0.30 Exoected feturn of a tw0-sock portiolio. Expected standard beviation of a two-stock portfolio e. Wi =0.10 Eqpected return of a two-sock portfolio: Expected standard deviation of a two-stock portfolio Choote the correct rikkireturn graph for weights toom parts (a) throvgh (e) when ny=0.60;0.00;0.60, The correct graph is