5. The average return for Firm A is calculated as 0.1 (10%) with a standard deviation of 0.01. The average return for Firm B is calculated as 0.05 (5%) with a standard deviation of 0.02. The covariance between returns in Firms A and B is equal to -0.0002. Fill in the table below and plot the portfolio frontier on the set of axes given. Share in Firm A Share in Firm B Portfolio Expected Return Portfolio Standard Deviation 100% 80% 50% 20% 0% 0% 20% 50% 80% 100%