E(R1)=0.13E(R2)=0.18E(1)=0.05E(2)=0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.65 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. w1=1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w1=0.65 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=0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w1=0.05 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=0.65;0.00;0.65. The correct graph is A. \begin{tabular}{lll} \hlineE(R) & \\ 0.18 & & \\ 0.17 & & \end{tabular} B. c. D. E(R1)=0.13E(R2)=0.18E(1)=0.05E(2)=0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.65 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. w1=1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w1=0.65 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=0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w1=0.05 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=0.65;0.00;0.65. The correct graph is A. \begin{tabular}{lll} \hlineE(R) & \\ 0.18 & & \\ 0.17 & & \end{tabular} B. c. D