E(R2)=0.18E(1)=0.04E(2)=0.07 a. w1=1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w1=0.85 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. w1=0.60 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1=0.25 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