this is absolutely legal in EJB 3. Your bean class may implement both, a remote and and a local interface just like a regular Java class can implement multiple interfaces. So it can act like I2 or/and I1 at the same time. Of course only the methods declared in I1 are available for remote calls then.
Besides as an advice from my personal experience I can only recommend you to try such examples in practice by making little example projects. Although I don't have a SCBCD certification I learned the most about EJB by experimenting to see how things work. Often you'll remember this better than by only reading books without any practical experiences. A modern IDE like NetBeans makes the deployment of enterprise applications very easy so you can concentrate only on problems in your code just like with your example.