For simplicity, suppose that all risky assets have a standard deviation of 30% and all pairs of risky assets have a correlation coefficient of 40%. In the simple setting, consider a portfolio diversification strategy of investing in equally-weighted portfolios (e.g. put an equal amount in each risky asset) As you increase the number of assets in your total portfolio, how much does this lower the risk of your portfolio? Use up to a total of 100 assets (from zero) in your simulation to show the portfolio standard deviation, the minimum standard deviation. Overlay all the graphs on Excel to demonstrate how this ication works by plotting the number of risky as ets as a function of portfolio diversif standard deviation