8% (c) Consider the following two assets: Asset Expected return Standard deviation of returns 1 18% 30% 2 10% The returns on the two assets are perfectly negatively correlated (.e. coefficient of -1). (0) Calculate the proportions of assets 1 and 2 that generate a portfolio with a standard deviation of zero. What is the expected return of that portfolio? [10 marks) (6) Calculate the expected returns and standard deviations of three other portfolios with weightings of your choice. Present a graph of your results. [20 marks)