The following table provides two risky assets for you to construct the investment opportunity sets based on the given correlation information.

Constructing investment opportunity sets

Complete the table of Risks and Returns of all the possible combinations.

For each correlation situation, insert a Mean-Standard Deviation chart and plotting the investment opportunity sets with varying weights on the two risky assets, then connecting the dots to show the curvature of each investment set.

Given a risk-free of 3%, draw a capital allocation line (CAL) to connect the risk-free rate and the optimal portfolio point on each curvature chart.

Please complete on excel and show work

Assets	Expected return	Risk (STD)
A	10%	25%
B	6%	12%
Risk-free	3%	0%

	Correlation	Coeffiecient	between	asset A	and B
		-1	-0.5	0	0.5	1
Weight in Asset A	Return of the portfolio (Rp)	STD(P)	STD (P)	STD (P)	STD (P)	STD (P)
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%