Please provide only the sketch on the (sigm_v, mu_v) plane!

Suppose there are n risky assets. Assume they are uncorrelated (i.e. Cij = Cov(Ki, K;) = 0 when i #j); each has the same mean return m. i.e. m1 = ... = Mn = m.),and the variances of their returns may be different let the variance of K, be o?). Answer the follow: Sketch the situation in the ovd) plane. Suppose there are n risky assets. Assume they are uncorrelated (i.e. Cij = Cov(Ki, K;) = 0 when i #j); each has the same mean return m. i.e. m1 = ... = Mn = m.),and the variances of their returns may be different let the variance of K, be o?). Answer the follow: Sketch the situation in the ovd) plane