Draw the return-risk relationship and discuss this relationship of possible investments to the two assets below

Note: You should analyze different cases of correlation (for example: -1, -0.5, 0, 0.5, 1) between the two assets

Risk-Free rate: 1.0%

Asset 1: Expected return 2.0%; Standard deviation 9.0%

Asset 2: Expected return 1.2%; Standard deviation 6.0%