Given: E(R1)=0.06E(R2)=0.10E(1)=0.02E(2)=0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 60 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. r1,2=1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. r1,2=0.65 Expected return of a two-stock portfoliol Expected standard deviation of a two-ttock portfolio: C. n.2=0.40 Expected return of a two-stock portfolion Expected standard deviation of a two-treck portfoto d. n.x=6.00 Expected retum of a two-stock portobios Expected standard deviation of a two-sock portfollo e. fha=0.40 Expected return of a two-stock portfolio Expected standard devation of a two-stock portfolio 1. f,x=0.65 fxpected return of a two-stock portfonor Expected ttandars deviaten of a tro-atock portoiso: Q. n.z=1.00 frpected return of a two-stock portfolion Expected standard oevanon of a two-sock portfolo