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 9% and 13% and risk between 9% and less than 5% but greater than 0%. OB. a range of expected return between 9% and 13% and risk between 9% and 0%. O C. a range of expected return between 5% and 9% and risk between 9% and 13% Data Table OD. a range of expected return between 9% and 13% and risk between 5% and 9%. (Click on the icon here in order to copy the contents of the data table below into a spreadsheet.) Expected Risk (standard Asset return, r deviation), o, V 9% 5% W 13% 9%