Portfolio Theory Problem You are given the following information. Answer the following question using this information, UNLESS SPECIFICALLY instructed otherwise. Expected Return Standard Deviation Asset A 15% 30% Asset B 20% 40% Risk-free Asset 5% 0% Correlation between Assets A and B = 0 Question 9 (5 points) Assume the minimum variance portfolio consists of 64% A and 36% B. (It really is.) Find the expected return and standard deviation of the minimum variance portfolio. Question 10 (5 points) In Expected Return/Standard Deviation space, graph the Investment Opportunity Set. You only need include Asset A, Asset B and the Minimum Variance/Standard Deviation portfolio in your graph, but make sure you show their expected returns and standard deviations labeled on the axes. A/