Question In a market, only two risky assets X and Y and a risk-free asset Fare available. You are given: Asset Expected Return Standard Deviation of Return X 20% 10% Y 15% 5% M 18% 6% where M is the market portfolio. Determine the correlation between the returns of X and Y. Possible Answers Less than 0 B At least 0 but less than 0.2 c At least 0.2 but less than 0.4 D At least 0.4 but less than 0.6 E At least 0.6