Given: E(R1) = 0.13 E(R2)=0.18 E(01) = 0.03 E(σ 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 conditions given below. Do not round intermediate calculations. Round your answers to four decimal places. a. w 1 = 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. w 1 = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C. W 1 = 0.45 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. w1 = 0.30 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. w 1 = 0.05 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: Choose the correct risk-return graph for weights from parts (a) through (e) when ri,j = -0.70; 0.00; 0.70. The correct graph is -Select-