QUESTION 12 Here are two assets both offer an 8% return and 20% standard deviation. The correlation between these two assets is 0.5" What is the expected return of a portfolio that contains 50% of each asset? What is the two assets correlation is 0.5", then what is the expected return of a portfolio that contains 50% of each? 8%; 10% 8%, 20% 08%; 4% 8%; 8%