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Assume you have a two risky asset world and the assets have a correlation of...

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Finance

Assume you have a two risky asset world and the assets have a correlation of 1. Asset A has an expected return of 10% and a standard deviation of 10%. Asset B has an expected return of 20% and a standard deviation of 20%. On a graph with expected return on the y-axis and standard deviation on the x-axis, show the portfolio opportunity set from combining the two assets into a portfolio.

What is the expected return and standard deviation of Portfolio D? Use a percentage sign and round your answers to one decimal place, e.g., 6.0%.

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