4% and us (4.1) Consider a portfolio P consisting of two assets A and B with weights WA and WB. (a) Given the expected returns pA = 1% on the two as- sets, compute the weights w and we in a portfolio P with expected return up = 5%. (b) Given the standard deviations o A = 10% and ob = 20% of the returns and correlation PAB = 0.8 between the returns on the two assets, compute the standard deviation op of the return on the portfolio P with weights computed in (a)