Suppose the asset S offers $12\%$ expected return with $14\%$ standard deviation per year, while the asset B offers $6\%$ expected return with $8\%$ standard deviation per year.

Assume that:

Scenario $1$: the coefficient of correlation between Band Sand S is $+0\mathrm{.}4.$

Scenario $2$: the coefficient of correlation between Band Sand S is $-0\mathrm{.}4.$

calculate the expected return and standard deviation of your portfolio under these two scenarios. How does the benefit of diversification differ between the two cases? your portfolio is $50\%$ in S and $50\%$in B $.$