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). SHOW WORK IN EXCEL.

TWO STOCKS \begin{tabular}{|l|r|r|} \hline & Stock A & Stock B \\ \hline Mean & 3.00% & 8.00% \\ \hline Sigma & 15.00% & 22.00% \\ \hline Correlation & 0.3000 & \\ \hline \end{tabular} Sample portfolio computation Stock A proportion Stock B proportion Portfolio mean Portfolio sigma Data table: varying proportion of K Sigma Mean \begin{tabular}{c} \hline1 \\ \hline0.9 \\ 0.8 \\ 0.7 \\ \hline0.6 \\ \hline0.5 \\ \hline0.4 \\ \hline0.3 \\ \hline0.2 \\ \hline0.1 \\ \hline 0 \\ \hline 0.1 \\ \hline 0.2 \\ \hline 0.3 \\ \hline 0.4 \\ \hline 0.5 \\ \hline 0.6 \\ \hline 0.7 \\ \hline 0.8 \\ \hline 0.9 \\ \hline 1 \\ \hline \end{tabular}