Youre considering forming a risk-free portfolio composed of two assets with the following information. Under which scenario will you reach your goal?

	Asset A	Asset B
Expected Return	10%	15%
Standard Deviation	25%	40%

Multiple Choice

Correlation (A,B) = 0; Weight (A) = 38.46%.

Correlation (A,B) = 0; Weight (A) = 61.54%.

Correlation (A,B) = 1; Weight (A) = 38.46%.

Correlation (A,B) = -1; Weight (A) = 61.54%.

Correlation (A,B) = 0; Weight (A) = 61.54%.

Correlation (A,B) = -1; Weight (A) = 38.46%.