Question 12 Exhibit 6.12 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Not yet answered Marked out of 1.00 P Flag question Asset 1 Asset 2 E(R1) = .12 E(01) = .04 E(R2) = .16 E(02) = .06 Refer to Exhibit 6.12. Calculate the expected returns and expected standard deviations of a two. O a. 0.136 and 0.0455 O b. 0.136 and 0.4554 Oc. 0.144 and 0.0018 O d. 0.136 and 0.0045 O e. 0.144 and 0.0002 Question 12 Exhibit 6.12 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Not yet answered Marked out of 1.00 P Flag question Asset 1 Asset 2 E(R1) = .12 E(01) = .04 E(R2) = .16 E(02) = .06 Refer to Exhibit 6.12. Calculate the expected returns and expected standard deviations of a two. O a. 0.136 and 0.0455 O b. 0.136 and 0.4554 Oc. 0.144 and 0.0018 O d. 0.136 and 0.0045 O e. 0.144 and 0.0002