Question: Here are two assets both offer a 6% return and a 10% standard deviation. The correlation between these two assets is -0.5. Portfolio A contains

Here are two assets both offer a 6% return and a 10% standard deviation. The correlation between these two assets is "-0.5". Portfolio A contains 50% of each asset.

What if there are another two assets both offer a 6% return and 10% standard deviation but the correlation is +0.5. Portfolio B contains 50% of each asset.

Which statement is correct?

		Portfolio As STD is smaller than Portfolio Bs
		Portfolio As expected return is smaller than Portfolio Bs
		Portfolio As expected return is larger than Portfolio Bs
		Portfolio As STD is larger than Portfolio Bs

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