John is a fund manager who is going to set up a portfolio with share A and share B. Details of the shares are shown in the following table.

	Share A	Share B
Expected Return	15%	10%
Standard Deviation	10%	5%
Correlation	25%

John has invested w₁% and w₂% of his capital in share A and share B respectively. Suppose w₁% + w₂% = 100%. Also, w₁ andw₂ are non-negative numbers. Answer the following questions.

c. Sketch the Markowitz efficient frontier of the above risky assets. (16marks)