2. Consider the following data about the expected returns, standard deviations, and correlation between two assets: Asset 2 Asset 1 5.3% 4.5% Expected return Standard deviation Correlation coefficient 6.8% 7.8% -0.6 Calculate the expected return and standard deviation of a portfolio consisting of a 20% weight in asset 1 and an 80% weight in asset 2. What happens to the expected return and standard deviation of the portfolio when the weight combination changes to 50% in asset 1 and 50% in asset 2