16. Consider that you are thinking in creating a portfolio with securities ABC and XYZ. You inferred the following information: Security E(r) 5% 10% XYZ 12% 25% What is the optimal correlation if a. You want to create portfolio with ABC and XYZ with an expected return of 10%. b. You want to create portfolio with ABC and XYZ with an expected return of 17%. 16. Consider that you are thinking in creating a portfolio with securities ABC and XYZ. You inferred the following information: Security E(r) 5% 10% XYZ 12% 25% What is the optimal correlation if a. You want to create portfolio with ABC and XYZ with an expected return of 10%. b. You want to create portfolio with ABC and XYZ with an expected return of 17%