Stock A has expected return of 9% and standard deviation of 16%. Stock B has expected

return of 7% and standard deviation of 8%. The correlation of returns between the two

stocks is 0.75.

You have put all of your money into these two stocks. Graph your expected return, and the

standard deviation of your returns, as a function of your investment weight in A (w) as w runs

from -2 to 2. So you will want a graph with expected return on the y-axis and standard deviation

on the x-axis.