Consider the following two stock portfolio (A, B) with 40% invested in stock A. Graph the frontier (mean y-axis, sigma x-axis) with correlations between -1 and +1 (0.1 intervals). PROVIDE THE SIGMA AND MEAN for COLUMN B AND COLUMN C. For excel, please provide formulas.

TWO STOCKS Varying the correlation coefficient	Column B	Column C
	Stock A	Stock B
Mean	3.00%	8.00%
Sigma	15.00%	22.00%
Correlation	0.3000
Sample portfolio computation
Stock A proportion
Stock B proportion
Portfolio mean
Portfolio sigma
Data table: varying proportion of K
	Sigma	Mean
-1
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1