the annual expected return and standard deviation of returns for 2 assets are as follow: Asset A: E[r]=10%, SD[r]=30% Asset B: E[r]=20%, SD[r]=50% the correlation between the returns is 0.15. find the weights for a portfolio with the same standard deviation as asset A but a higher expected return? (Trial and error may be a viable strategy, but there is an analytical solution). what is the expected return of this portfolio