1) The riskless rate of return is 2 percent. There are two assets in the tangency portfolio, Pepsi and Coke. Their expected returns, standard deviations, correlations and weights in the tangency portfolio are given below. You require an expected rate of return of X. Graph the standard deviation of your position as X goes from 5 to 25 percent. Expected Return standard deviation Tangency Portfolio weight Correlation with Pepsi 1 Asset Pepsi 0.045 0.05 0.6 Coca-Cola 0.06 0.08 0.6 Not telling 1) The riskless rate of return is 2 percent. There are two assets in the tangency portfolio, Pepsi and Coke. Their expected returns, standard deviations, correlations and weights in the tangency portfolio are given below. You require an expected rate of return of X. Graph the standard deviation of your position as X goes from 5 to 25 percent. Expected Return standard deviation Tangency Portfolio weight Correlation with Pepsi 1 Asset Pepsi 0.045 0.05 0.6 Coca-Cola 0.06 0.08 0.6 Not telling