Problem 1: ( 13 points Show all your work for partial credit! expected return of stock A is 15% and the standard deviation is 20%. The expected The expected return of stock A is 15% and the standard deciation is 20%. The expled return of Stock B is 10%% and the stand ard deviation is 14%. The minimum varince portfolio (MVe) standard deviation consisting of Stocks 70% in Stock B. of 12.25%. The weights of has an expected return of 11.5% and a A) Draw a plot of the investment opportunity set (you should have 3 points, be as precise as possible, given the infestmation above). B) What is the correlation between the returns of Stock A and Stock B? To receive credit, your answer must be supported by your calculations