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. assume that the annual risk-free rate is 4%. find the weights (T-bill, asset A, asset B) for a portfolio with the same expected return as asset B, using only a combination of the risk-free rate and the portfolio of 50% in A, 50% in B? what is the standard deviation of this portfolio? what is the correlation of this portfolio with the portfolio of 50% in risk-free asset, 50% in the portfolio of 50% in A, 50% in B