Asset Mean Return Standard Deviation Correlation with Toyota Toyota 0.11 0.12 1 Nissan 0.10 0.10 0.8 Riskless Asset 0.04 Not telling Not telling Your investment weight in Nissan is -3.0. What is the standard deviation of your position, as your desired rate of return on your portfolio goes from 20 to 60 percent? A hint: You have three variables to solve for here. That means you need three equations. If you assume a particular rate of return that gives you one equation. The first sentence paragraph gives you the second equation. You should know what the third equation is