solve the following question its related to markovits portfolio. pls solve all parts else leave it.

the two portfolios on a risk-retum graph and briefly explain the results. 5. Given: E(R1)E(R2)12=.10=.15=.03=.05 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock 1 has a weight of 60 percent under the following conditions: a. r12=1.00 b. r12=0.75 c. r12=0.25 d. r12=0.00 e. r12=0.25 f. r12=0.75 g. r12=1.00 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