Question: You are interested in two stocks: Alcon and Beldon. Both stocks have a standard deviation of 8 percent. The expected return of Alcon is 10

You are interested in two stocks: Alcon and Beldon. Both stocks have a standard deviation of 8 percent. The expected return of Alcon is 10 percent, and the expected return of Beldon is 20 percent. You want the weights to be greater than or equal to zero. You want to maximize the expected return of the portfolio. What should the portfolio composition be if
a. The correlation is 0.0?
b. The correlation is 1?

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