Expected Return of a 2 stock portfolio is a weighted average of individual returns. It is calculated as (w1*r1)+(w2*r2)

Standard deviation of a 2 stock portfolio is calculated as sqrt((w1^2*sd1^2)+(w2^2*sd2^2)+(2*w1*w2*c*sd1*sd2)); where w is weight of the stock, sd is standard deviation of the stock and c is the correlation between the stocks.

100% in Stock X:

rp= (100%*10%)+(0%*12%)= 10%

sp= ((100%^2*5%^2)+(0%^2*6%^2)+(2*100%*0%*0.75*5%*6%)= 5%

75% in Stock X:

rp= (75%*10%)+(25%*12%)= 10.5%

sp= ((75%^2*5%^2)+(25%^2*6%^2)+(2*75%*25%*0.75*5%*6%)= 4.97%

50% in Stock X:

rp= (50%*10%)+(50%*12%)= 11%

sp= ((50%^2*5%^2)+(50%^2*6%^2)+(2*50%*50%*0.75*5%*6%)= 5.15%

25% in Stock X:

rp= (25%*10%)+(75%*12%)= 11.5%

sp= ((25%^2*5%^2)+(75%^2*6%^2)+(2*25%*75%*0.75*5%*6%)= 5.5%

0% in Stock X:

rp= (0%*10%)+(100%*12%)= 12%

sp= ((0%^2*5%^2)+(100%^2*6%^2)+(2*0%*100%*0.75*5%*6%)= 6%