Exhibit 6-12
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S)

Exhibit 6-12
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S) $\begin{array}{cc}\text { Asset 1 } & \text { Asset 2 } \\\hline E\left(R_{1}\right) =.12 & E\left(R_{2}\right) =.16 \\E\left(\sigma_{1}\right) =.04 & E\left(\sigma_{2}\right) =.06\end{array}$
-Refer to Exhibit 6-12. Calculate the expected returns and expected standard deviations of a two-stock portfolio when r?,? = .80 and w? = .60.

A) .144 and .0002
B) .144 and .0018
C) .136 and .0045
D) .136 and .0455
E) .136 and .4554