You are considering two assets with the following characteristics. E(R1) = 0:15 E(01) = 0:10 w1 = 0:5 E(R2) = 0:20 E(02) = 0:20 w2 = 0:5 Compute the mean and standard deviation of two portfolios if r1,2 = 0.40 and -0.60, respectively. Plot the two portfolios on a risk-return graph and briefly explain the results