Case correlation coefficient covariance 0.007 0.0035 +1 +0.5 0.00 -0.5 0.0035 -0.007 2) Compute the return of the equally weighted portfolio 3) Plet on a return-risk graph E( R)-fo(R)) the portfolios given by case a through e. 4) Draw in what the curve would look like with varying weights for every correlation coefficient. E( Rp)- E(R) a( R) Case correlation coefficient covariance 0.007 0.0035 +1 +0.5 0.00 -0.5 0.0035 -0.007 2) Compute the return of the equally weighted portfolio 3) Plet on a return-risk graph E( R)-fo(R)) the portfolios given by case a through e. 4) Draw in what the curve would look like with varying weights for every correlation coefficient. E( Rp)- E(R) a( R)