Correlation, risk, and return Matt Peters wishes to evaluate the risk and return behaviors associated with various combinations of assets V and W under three assumed degrees of correlation: perfectly positive, uncorrelated, and perfectly negative. The expected return and risk values calculated for each of the assets are shown in the following table, a. If the returns of assets V and W are perfectly positively correlated (correlation coefficient = +1), describe the range of (1) expected return and (2) risk associated with all possible portfolio combinations. b. If the returns of assets V and W are uncorrelated (correlation coefficient = 0), describe the approximate range of (1) expected return and (2) risk associated with all possible portfolio combinations. c. If the returns of assets V and W are perfectly negatively correlated (correlation coefficient =-1), describe the range of (1) expected return and (2) risk associated with all possible portfolio combinations. a. If the returns of assets V and W are perfectly positively correlated (correlation coefficient = +1), all possible portfolio combinations will have: (Select the best answer below.) O A. a range of expected return between 6% and 9% and risk between 10% and less than 4% but greater than 0%. OB. a range of expected return between 6% and 9% and risk between 10% and 0%. O c. a range of expected return between 4% and 10% and risk between 6% and 9%. OD. a range of expected return between 6% and 9% and risk between 4% and 10%. - Data Table (Click on the icon here in order to copy the contents of the data table below into a spreadsheet.) Click to select Asset V W Expected return, r 6% 9% Risk (standard deviation), or 4% 10% parts remaining Final Check