Portfolio Theory: Assume you have two assets (stock A and B) with yearly expected returns of 12% and 4%, respectively and standard deviations (of the expected return) of 25% and 8% respectively. Their correlation is 30%. a) Plot a graph with the of feasible portfolios in terms of expected return and standard deviations if you vary the portfolio weights in stock A and B from 0 to 100%? b) What happens if the correlation of the two stocks drops to 20%? c) What portfolio do you obtain if you invest 200% in stock A and -100% in stock B (= you sell or go short in stock B)?