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Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard

Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard deviation of 30%. The correlation between the two assets is 1.0. Portfolios of these two assets will have an expected return ________.

A.between 0% and 15%

B.between 10% and 15%

C.above 15%

D.below 10%

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