You are considering two assets with the following characteristics. E(R1) = 0.17 E(R2) = 0.25 E(01) = 0.12 W1 = 0.4 ECO2) = 0.21 W2 = 0.6 Compute the mean and standard deviation of two portfolios if 71,2 = 0.55 and -0.70, respectively. Do not round intermediate calculations. Round your answers for the mean of two portfolios to three decimal places and answers for standard deviations of two portfolios to five decimal places. Mean of two portfolios: Standard deviation of two portfolios if r1,2 = 0.55: Standard deviation of two portfolios if r1,2 = -0.70: Choose the correct risk-return graph. The correct graph is -Select- . A. Expected Return, % A. Expected Return. % ---- --- B -------- 10.12.14. 1618- Risk Standard deviation).% B: 112=-0.70 A: 112=0.55 B. Expected Return. % . ....... .. ......... A: 112=0.55 ..10.12 - 14.12.18 Risk - Standard deviation).% B: 112=-0.70 C. Expected Return, % Expected Return, % NTON N O NA NO 1-2 4.. ......10 12 14 16 18. Risk - Standard deviation).% A: 112=0.55 B: 112=-0.70 D. Expected Return. % Expected Return, % 4. 10.12.14. 16.12. Risk - Standard deviation).% B: 112=-0.70 A: 112=0.55 Explain the results. The negative correlation coefficient -Select risk without sacrificing return