Given: E(R1) = 0.13 E(R2) = 0.18 E(01) = 0.03 E(02) = 0.04 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. W1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. W1 = 0.75 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. W1 = 0.45 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. W1 = 0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. W1 = 0.05 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 j = -0.75; 0.00; 0.75. The correct graph is -Select- . A. [E(R) 10.18 F0.17 F0.16 Fo.15 0.14 F0.13 0.12 0.11 -- 0.01 -0.02. 0.03 0.04 0.05_0.06 0.07 0.09 Standard Deviation of Return ) 1'12=0.75 112=0.00 =-0.75 B. FE(R) 10.18 10.17 10.15 F0.14 10.13 10.12 0.11 L 0.01 0.02 0.03 0.04 0.05 Standard 0.06 0.07 0.08 Deviation of Return 112=0.75 1'12=0.00 112=-0.75 [E(R) -0.18 0.17 10.16 10.15 BBB 10.14 0.13 0.12 F0.11 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 Standard Deviation of Return '12=0.75 1'12=0.00 I'12=-0.75 FE(R) 10.18 0.17 F0.16 Fo.15 fo.14 fo.13 0.12 0.11 0.010.02.0.03 0.04 0.05 Standard 0.06 0.07 0.08. Deviation of Return 111=0.75 11 =0.00 112=-0.75