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7. An investor has two assets available from which to form his desired portfolio. Asset X has an expected return of 6% and a return standard deviation of 9%. Asset Y has an expected return of 9% and a return standard deviation of 18%. Assume that the returns on the two assets are perfectly positively correlated. If the investor places portfolio weight 1/3 on asset X and weight 2/3 on asset Y compute the expected return and return standard deviation of the portfolio. What if these assets have correlation equal to -1 ? What if their correlation is 0