Consider the following two assets: Asset As expected return is 15% and return standard deviation is 20%. Asset Bs expected return is 10% and return standard deviation is 15%. The correlation between assets A and B is 0.5.

(a) w1=0.75, w2=.50, find out expected returns and SD/VARIANCE

(b) Instead of a correlation of 0.5 between assets A and B, consider a correlation of - 0.5 and re-compute the above.