Question 2. (30 marks) You are considering two assets with these characteristics. E(R,) = 0.05 01 = 0.08 E(R2) = 0.11 02 = 0.10 Calculate the expected returns and standard deviations of a two-asset portfolio in which asset 1 has a weight of 50 percent under the following conditions. a. V1,2 = 1.00 (5 marks) b. V1,2 = 0.50 (5 marks) C. V1,2 = 0.00 (5 marks) d. V1,2 = -0.50 (5 marks) e. V1,2 = -1.00 (5 marks) Plot these portfolios on a risk-return graph and briefly explain the results