You can choose to invest in two shares, A and B: Plot, in a mean standard deviation
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You can choose to invest in two shares, A and B:
Plot, in a mean standard deviation diagram, expected return and standard deviation for portfolios with weights in A of 0, 0.25, 0.5, 0.75 and 1.0. Do this for correlations between the returns of A and B of −1, 0 and +1. What does this tell you about how diversification possibilities varies with covariances?
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Related Book For 
Lectures On Corporate Finance
ISBN: 9789812568991
2nd Edition
Authors: Peter L Bossaerts, Bernt Arne Odegaard
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