Please fill out the table and include detailed calculations and formulas.

You can invest in two different securities with the following characteristics: Security Expected Return Standard Deviation AA 14% 17% BB 24% 58% In the table provided in the answer sheet to Problem Set 2, enter the expected returns of your portfolio in the column labeled Expected Return and the standard deviation of your portfolio for each of the different correlations in the remaining columns. Portfolio weight in Security AA Portfolio's Expected Return Correlation of Security AA and Security BB returns -1.0 -0.5 0.0 0.5 1.0 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0