Problem 1: (13 points) Show all your work for partial credit! Connontuotto oy d bom The expected return of Stock A is 15% and the standard deviation is 20%. The expected return of Stock B is 10% and the standard deviation is 14%. The minimum variance portfolio (MVP) consisting of Stocks A and B has an expected return of 11.5% and a standard deviation of 12.25%. The weights of the MVP portfolio are 30% in Stock A and 70% in Stock B. A) Draw a plot of the investment opportunity set (you should have 3 points, be as precise as possible, given the information above)