Question: Pleasee show work 13. (10 points) Consider the following 2 risky assets: Expected Standard Return Deviation A 10% 40% B 12% 50% The correlations between

Pleasee show work 13. (10 points) Consider the following 2 risky

Pleasee show work

13. (10 points) Consider the following 2 risky assets: Expected Standard Return Deviation A 10% 40% B 12% 50% The correlations between all the assets are zeros. What is the correlation between the 2 portfolios that have the following weights in these assets with the residual (if any) invested in the risk-free asset? WA WB Portfolio 1 50% 30% Portfolio 2 25% 15%

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