Stock A has Expected Return r_A= 11.75% and Standard Deviation sigma_A=6.5%.

Stock B has Expected Return r_B=12.5% and Standard Deviation sigma_B=13.92%.

Investors can borrow and lend at the risk-less interest rate r_f = 5%.

All feasible portfolios include only one of the risky assets.

Consider a Mean Variance Investor. What is the best achievable Risk-Return tradeoff line?

		r = rf -[(rA- rf) / sigmaA] sigma
		r = rf -[(rB- rf) sigmaB] sigma
		r = rf +[(rA- rf) / sigmaA] sigma
		r = rf +[(rB- rf) / sigmaB] sigma