Question: Consider two stocks A and B with returns r a and r b such that E(r a )=9%, E(r b )=15%, a =10%, and b
Consider two stocks A and B with returns ra and rb such that E(ra)=9%, E(rb)=15%, 
a=10%, and 
b=19%.
Construct portfolios of the two stocks by investing fraction y in stock A and (1-y) in stock B, i.e., P=yA+(1-y)B. For the following four cases, vary weight y and plot the resulting portfolios expected return E(rP) vs. its standard deviation 
P.
a) corr(ra, rb)=1.0;
b) corr(ra, rb)=0.5;
c) corr(ra, rb)=0.0;
d) corr(ra, rb)=-1.0;
Put all these graphs on the same plot. Choose increment and range for weight y to make the plot look pretty (for example, from 1 to 3 with increment 0.05).
Use excel, please show formula
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