roblem 6-06 E(R1)=0.12E(R2)=0.16E(1)=0.04E(2)=0.05 ialculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the conditions given below. Do not round termediate 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=0.55 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1=0.30 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 rif=0.70;0.00;0.70. The correct graph is B. r1.2=0.70r1.2=0.00r1.2=0.70 C. D. r1.2=0.70r1.2=0.00r1.2=0.70