You are given the expected return and standard deviation of Asset 1 and Asset 2

E(R1) = 10%, 1 = 10%

E(R2) = 14%, 2 = 16%

The correlation between the two assets is p =0.2

Calculate the expected return and risk of portfolios investe din the following proportions:

Asset 1 Asset 2

100% 0%

80% 20%

60% 40%

40% 60%

20% 80%

0% 100%