Problem 4: (a portfolio composed of two risky assets and a risk-free asset) Assume , = 0.14, 0, =0.2 for the HSBC stock, and H2 = 0.08.02 = 0.15 for the CLP stock and their correlation p=0. Assume a risk-free asset (savings account), with us = 0.06 and 0,=0. If you want an expected net return of the overall portfolio to be 0.1. how would you allocate your money to the two risky assets and the risk-free asset? . Question: . In Problem 4, the correlation Piz between the two stocks is zero. If the correlation were >O in Problem 4, will that increase or decrease the risk (i.e. standard deviation of our portfolio? (e.g. what happens if P12 =1?) If the correlation were