You're considering forming a risk-free portfolio composed of two assets with the following information, Under which scenario will you reach your goal? \begin{tabular}{|l|l|l|} \hline & Asset A & Asset B \\ \hline Expected Return & 10% & 15% \\ \hline Standard Deviation & 25% & 40% \\ \hline \end{tabular} Multiple Choice Correlation (A,B)=1; Weight (A)=61.54%. Correlation (A,B)=0; Weight (A)=61.54%. 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)=38.46%