2. Eastern Bank Limited (EBL) is considering setting up a new branch either in Dhanmondi or in Khilgaon. At present, the existing facilities and assets of EBL are earning a return of 10% at a standard deviation of 5%. Based on the information provided in the table below, in which location should the new branch be set up? Justify your answer. (18 Marks) Percentage of total assets invested in the new branch Expected return on proposed new branch Standard deviation of the proposed new branch's expected return Correlation coefficient between the expected return from the proposed new branch and the returns of the other assets of the bank Dhanmondi 15% 20% 14% -0.60 Khilgaon 129 18% 10% -0.75