$($L$.8\mathrm{.}5)$ You are interested in two stocks: Aloon and Beldon. Both stocks have a standard deviation of $8$ percent. The expected return of Alosen is $10$ percent, and the expected retum of Beldon is $20$ percent. You want the

weights to be greater than or equal to zero. You nant to maximize the expected returu of the portiolio. What should the portiolio composition be if

the correlation is o$.$o$?$

b$.$ the correlation is a$?$

please show your calculations