At the moment, all of your money are invested in asset A. Another asset (call it B) becomes available, with the following expected returns, standard deviations and correlation: E(r) o CorrelationA,B A 10.0% 10.0% -1 B 20.0% 40.0% You will be better off by reallocating your portfolio to include some of asset B. a. Find out the weights of assets A and B if you want to construct a risk-free portfolio. (5 marks) b. Assume that your risk aversion coefficient is 2. Find out the return and standard deviation of your optimal portfolio. (7 marks)