Consider the following two assets:

Asset A: expected return is 4% and standard deviation of return is 42%

Asset B: expected return is 1.5% and standard deviation of return is 24%

The correlation between the two assets is 0.1.

(1) Compute the expected return and the standard deviation of return for 4 portfolios with different weights w on asset A (and therefore weight 1-w on B): w=-0.5, w=0.3, w=0.8, w=1.3.

(2) Then sketch a portfolio frontier with the 4 portfolios, asset A and asset B (so a total of 6 data points), with return on y-asix, and standard deviation on x-axis.