Given:

E$($R$1)=0\mathrm{.}13$

E$($R$2)=0\mathrm{.}17$

E$(\backslash$sigma $1)=0\mathrm{.}04$

E$(\backslash$sigma $2)=0\mathrm{.}05$

Calculate the expected returns and expected standard deviations of a two$-$stock portfolio having a correlation coefficient of $0\mathrm{.}60$ under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places.

w$1=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

$\mathrm{.}13$

Expected standard deviation of a two$-$stock portfolio:

$\mathrm{.}04$

w$1=0\mathrm{.}80$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

w$1=0\mathrm{.}55$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

w$1=0\mathrm{.}30$

Expected return of a two$-$stock portfolio:

Expected standard deviation of a two$-$stock portfolio:

w$1=0\mathrm{.}10$

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 $=-0\mathrm{.}60$; $0\mathrm{.}00$; $0\mathrm{.}60.$