Fill in the missing cells $($A through O$)$ in the table. For each of two correlation

cases, corr. $=-1$ and corr. $=0,$ calculate the attainable portfolios' mean and standard deviation

from combining the two assets together using weights in increments of $25\%$ from $1$ to $0.$ Also,

calculate the minimum risk portfolio's weights, mean and standard deviation for the

correlation$=0$ case $($for the case of the correlation $=-1,$ I have already calculated the weights

for you!$).$ Assume that the risk free rate is $\mathrm{.}04.$ Hint: in some of the cases, filling in the cells

requires no calculations. Note, throughout this problem, returns are in decimal form, i$.$e$.,$

$1\%=0\mathrm{.}01.$