Consider the following probability distribution for stocks X and Y: Expected return Risk (standard deviation) Stock X 5.0% 8.5% Stock Y 8.0% 12.0% The correlation coefficient between the two stocks prxry=0.20 a) Assume that the universe is composed only of stocks X, Y. Draw the opportunity set. Mark on the graph: (4 marks) 1) stocks X and Y 2) the efficient frontier for risky assets 3) the minimum variance portfolio (G) 4) label of both axis