Consider three assets: two risky assets $($asset $1$ and asset $2)$ and the riskless asset. Asset $1$ has an expected return of $5\%$ and a volatility of $10\%.$ Asset $2$ has an expected return of $10\%$ and a volatility of $20\%.$ The riskless asset provides a return of $2\%.$

An investor has quadratic utility with a degree of relative risk aversion equal to $5$ and considers the following options:

Question is

Suppose that the investor forms a portfolio that invests in both assets $1$ and $2$ but not the riskless asset. Given that you do not know the correlation between the two assets, compute the maximum possible volatility and the minimum possible volatility of the portfolio if the weights are $50\%-50\%.$ Please repeat for weights of $25\%-75\%$ and $75\%-25\%.$ Please provide the final number answers with calculations for each of the $3$ weights.

Thank you