Given the standard deviations of Stock 1 and Stock 2 as follows: 1=0.032=0.05 Compute the standard deviations of this two-stock portfolio in which Stock 1 has a weight of 60 percent under the following conditions: i) r1.2=1.00 ii) r1.2=0.75 iii) r1,2=0.25 iv) r1,2=0.00 v) r1,2=0.25 (10 marks)