Consider two risky assets with prices S1(0) = 100, S2(0) = 150 the price is: S1(1), S2(1) =    (80, 250) with probability 2 8 (90, 150) with probability 4 8 (120, 200) with probability 2 8 (a) Compute mean and standard deviations (µ1, σ1) and (µ2, σ2) for the two assets (10 marks) (b) Compute the correlation coecient between the two assets (5 marks) (c) Assuming :w1 ≥ −0.5 and w2 ≥ −0.5. On the (σ, µ)-plane, plot all the portfolios attainable by investing in the risky assets. Highlight the