USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) -Refer to Exhibit 6.12. Calculate the expected returns and expected standard deviations of a two-stock portfolio when r_1,2 = .80 and w₁ = .60. A) .144 and .0002 B) .144 and .0018 C) .136 and .0045 D) .136 and .0455 E) .136 and .4554

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The Answer of USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) -Refer to Exhibit 6.12. Calculate the expected returns and expected standard deviations of a two-stock portfolio when r_1,2 = .80 and w₁ = .60. A) .144 and .0002 B) .144 and .0018 C) .136 and .0045 D) .136 and .0455 E) .136 and .4554