Suppose that there are two risky assets, A and B with expected returns equal to 2.3% and 4.5%, respectively. Suppose that the standard deviations of the returns are √6% and √11% and that the returns on the assets have a correlation of 0.17.
(a) What portfolio of A and B achieves a 3% rate of expected return? 

(b) What portfolios of A and B achieve a√5.5% standard deviation of return? Among these, which has the largest expected return?