1. Asset A has return of 10%, 18.5%, 3.6%, -2%, 26% and 15% over the last 6 years. Asset B has 5%, 3.3%, 6.7%, 3.8%, 2% and 4.5% over the same period. What is the average return and standard deviation for both assets? What is the correlation coefficient between the two assets? Using the numbers above, show that if you have 60% of your fund in asset A and 40% in asset B, it has the same risk and return using the combined asset portfolio and the risk and return obtained by MPT.