Given: E(R1) = 0.06 E(R2) = 0.10 E(01) = 0.03 E(02) = 0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 80 percent under 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. a. 11,2 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 11.2 = 0.60 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. 11.2 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 11.2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 11.2 = -0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 11.2 = -0.60 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: g. 11.2 = -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio