Problem 6-05 Given: E(R1) = 0.14 E(R2) = 0.20 E(01) = 0.04 E(02) = 0.07 COOOK Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 40 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. 1,2 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. r1,2 = 0.60 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. 1,2 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 1,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 1,2 = -0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 1,2 = -0.60 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: 9. 1,2 -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: