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Consider the following two assets: Asset A: expected return is 4% and standard deviation of return...

Consider the following two assets:
Asset A: expected return is 4% and standard deviation of return is 42%
Asset B: expected return is 1.5% and standard deviation of return is 24%
The correlation between the two assets is 0.1.
(1) Compute the expected return and the standard deviation of return for 4 portfolios with different weights w on asset A (and therefore weight 1-w on B): w=-0.5, w=0.3, w=0.8, w=1.3.
(2) Then sketch a portfolio frontier with the 4 portfolios, asset A and asset B (so a total of 6 data points), with return on y-asix, and standard deviation on x-axis.
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