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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

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%. calculate the standard deviations and expected returns of the following portfolios: a) 75% in risk-free asset, 25% in B b) 25% in risk-free asset, 75% in B c) 50% in risk-free asset, 50% in portfolio of 50% in A, 50% in B

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