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 two stocks, you also decide that the standard deviation of returns is 26.6% for Security 1 and 27.9% for Security 2. Calculate the expected portfolio return and standard deviation for different values of xi and x2, assuming the correlation coefficient P12 = 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) 1.0 0.0 0.1 10.00% 10.50 % 11.00% 0.2 0.9 0.8 0.7 0.6 0.5 0.3 0.4 when p 12 = 0.25 26.60% 32.11 X % 35.83 % 38.30 X % 39.74 X % 40.27 X % 39.92 X % 38.67 X % when p12 = 0 26.60% 24.10% 22.00% 20.41% 19.47% 19.27% 19.84 % 21.10% 22.95% 25.25% 0.5 11.50 % 12.00% 12.50% 13.00 % 13.50% 14.00 % 14.50% 15.00% 0.6 0.4 0.3 0.2 0.1 0.0 0.7 0.8 36.42 X % 32.98 X % 0.9 1.0 27.90 % 27.90 %