Consider the following information for stocks A and B: Expected return 4% Stock A Stock B Risk (standard deviation), 8% 13% 9% The correlation coefficient between the two stocks Pony -0.40 (it is a negative 0.4) a) Assume that the universe is composed only of stocks A, B. Draw the opportunity set. Mark on the (4 marks) 1) stocks A and B 2) the efficient frontier for risky assets 3) the minimum variance portfolio (G) 4) label of both axis