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 0.60 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 = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. W1 = 0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1 = 0.25 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