Suppose that one investment has a mean return of 8% and a standard deviation of return of 14%. Another investment has a mean of return of 12% and a standard deviation of return of 20%. The correlation between the return is 0.3. Produce a chart similar to Figure 1.2 showing alternative risk-return combinations from the two investments.

W1	W2	Up	Op
0	1	15%	24%
.2	.8	14%	20.09%
.4	.6	14%	16.89%
.6	.4	12%	14.87%
.8	.2	11%	14.54%
1	0	10%	16.00%

Expected returns, Up, and standard deviation of return, Op, from a portfolio consisting of two investments.

The Expectednreturns from the investments. are 10% and 15%, the standard deviation of the return are 16% and 24%, and the correlation between returns is .2