U my. DU Tot endll. Due Udle weunesudy 10/23 by 5 pm 1. If two investments have a correlation of (-1) you can reach a portfolio with a zero risk as measured by standard deviation. Is this true or false? (3 points) and explain.... 2. Calculate the mean (average return), variance and standard deviation of a portfolio consisting Coin A and 40% in B. Show your work in detail. (17 points) Security Return Allocation Correlation Standard Deviation 12% 16% 60% Correlation Between A and B -0.70 8% 10% 40% And fill out the table below for your answers Investment Return Risk Portfolio 3. Explain how you build construct, or design a portfolio in the context of the capital asset pricing model, CAPM. Show by way of graph as well. (10 Points) FOCUS