Suppose you are wondering whether to invest in the shares of Amazon (Security 1) or Southwest (Security 2). You decide that Security 1 offers an expected return of 10.0% and Security 2 offers an expected return of 15.0%. After looking back at the past variability of the wo stocks, you also decide that the standard deviation of returns is 26.6% for Security 1 and 27.976 for Security 2 Calculate the expected portfolio return and standard deviation for different values of xq and X2, assuming the correlation coefficient 12 = 0. Repeat the problem for P12 = -0.25. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) x1 x2 Exp (rp) when p12 = 0 % when p12 = 0.25 1.0 0.9 % % % 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 % % % % % % % % % % % 1.1. 0.1 0.0 1.0 %