Given:

E$($R$1)=0\mathrm{.}11$

E$($R$2)=0\mathrm{.}19$

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

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

Calculate the expected returns and expected standard deviations of a two$-$stock portfolio in which Stock $1$ has a weight of $50$ percent under each of the conditions given below. Do not round intermediate calculations. Round your answers for the expected returns of a two$-$stock portfolio to three decimal places and answers for expected standard deviations of a two$-$stock portfolio to four decimal places.

r$1,2=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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

r$1,2=0\mathrm{.}75$

Expected return of a two$-$stock portfolio:

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

r$1,2=0\mathrm{.}10$

Expected return of a two$-$stock portfolio:

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

r$1,2=0\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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

r$1,2=-0\mathrm{.}10$

Expected return of a two$-$stock portfolio:

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

r$1,2=-0\mathrm{.}75$

Expected return of a two$-$stock portfolio:

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

r$1,2=-1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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