12. If 2 risky assets have the same expected return and the same standard deviation, i.e, they plot on top of each other in expected return/standard deviation space, what does the investment opportunity set look like? 8/36 The IOS is a horizontal line as long as the assets are not perfectly correlated A 7/36 B) The IOS is a single point regardless of the correlation 0/36 The IOS is a vertical line as long as the assets are not perfectly correlated D 2/36 None of the above