Last part of question does not need to be answered! Just top half sorry

6. Problem 6-06 eBook Problem 6-06 Given: E(R1) = 0.12 E(R2) = 0.16 E(01) = 0.05 E(02) = 0.07 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.75 under the conditi 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 = 0.40 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1 = 0.20 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w1 = 0.10 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 ri,j = -0.75; 0.00; 0.75. The correct graph is ( -Select- + . A. FE(R) -0.18 -0.17 -0.16 +0.15