7. An investor is considering forming a portfolio from two stocks AT and VB. They have a correlation coefficient of 0.50. AT(%) VT(%) r 10 12.5 o 5 6 a) What is the expected return and standard deviation of return of a portfolio with 50% invested in AT, 50% invested in VB? b) What is the expected return and standard deviation of return of a portfolio with 25% invested in AT, 75% invested in VB? c) Trace the efficient frontier composed of the two securities, VB and AT