Portfolio Choice Consider two securities A and B with mean returns HA = 20% and . 10%. Their volatilities are identical at A = B = 0 = 15%. The securities are perfectly negatively correlated. The risk free rate is Ro = 5%. theoretical nate of a. Sketch the efficient frontier. b. Determine the tangency portfolio. C. Does two fund separation work in this case? reteern w/ zero risk Remember: Define all the concepts (in bold) and explain your calculations. Portfolio Choice Consider two securities A and B with mean returns HA = 20% and . 10%. Their volatilities are identical at A = B = 0 = 15%. The securities are perfectly negatively correlated. The risk free rate is Ro = 5%. theoretical nate of a. Sketch the efficient frontier. b. Determine the tangency portfolio. C. Does two fund separation work in this case? reteern w/ zero risk Remember: Define all the concepts (in bold) and explain your calculations