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Given: E(R1)=0.12E(R2)=0.16E(1)=0.04E(2)=0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the following conditions. (a) w1=1.00 (b) w1=0.75 (c) w1=0.50 (d) w1=0.25 (e) w1=0.05 Plot the results on a return-risk graph. Without calculations, draw in what the curve would look like first if the correlation coefficient had been 0.00 and then if it had been 0.70. Given: E(R1)=0.12E(R2)=0.16E(1)=0.04E(2)=0.06 Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the following conditions. (a) w1=1.00 (b) w1=0.75 (c) w1=0.50 (d) w1=0.25 (e) w1=0.05 Plot the results on a return-risk graph. Without calculations, draw in what the curve would look like first if the correlation coefficient had been 0.00 and then if it had been 0.70