Given:

$E(R_1)=0\mathrm{.}12$

$E(R_2)=0\mathrm{.}17$

$E({}_1)=0\mathrm{.}05$

$E({}_2)=0\mathrm{.}06$

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.

a$.w_1=1\mathrm{.}00$

Expected return of a two$-$stock portfolio:

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

b$.w_1=0\mathrm{.}65$

Expected return of a two$-$stock portfolio:

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

c$.w_1=0\mathrm{.}55$

Expected return of a two$-$stock portfolio:

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

d$.w_1=0\mathrm{.}30$

Expected return of a two$-$stock portfolio:

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

e$.w_1=0\mathrm{.}10$

Expected return of a two$-$stock portfolio:

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