You are looking at two risky assets, the expected returns, standard deviations, and correlation between the two assets are given below: E(RA) = 7%, Standard deviation = 12% E(R3) = 12%, Standard deviation = 18% Correlation between the two assets is 1.0 1. Which asset has more risk? 2. If you put 50% of your wealth in asset A and the other 50% in asset B, what is the expected return and the standard deviation of your portfolio? n Problem. (2 marks