You are given two assets with the following statistics. It is requested that you construct a portfolio consisting of positions in these stocks that has an expected annual rate of return of 15%. Determine if such a portfolio exists, and find the variance of the return of this portfolio if it does. The correlation coefficient of the returns for these two stocks is 0.2. Stock Expected return X 0.04 Y 0.09 Variance of return 0.5 0.2