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 12 (5 points) Assume you put 50% of your wealth in the risk-free asset and 50% into the minimum variance portfolio. On a new graph, show where you are in Expected Return/Standard deviation space