Problem $1$s Sets of $($Pertfolio$)$ Opportunitics

Using the formalas for the expected seturn and the standerd devintion of twostock porffolio, complete the following table if securities A and B are: $($i$)$ perfectly powitinely coerelated, $($i$)$ uncorrelated and $($iii$)$ perfectly megnively correlated.$*$

Assume that $E(r_A)=20\%,{}_A=20\%,E(r_B)=40\%,{}_B=30\%.$

$\backslash$table$[[w_4,*{?}_B,\backslash$table$[[$E$(r_r)],[$