The (annual) expected return and standard deviation of returns for 2 assets are as follows:

Asset A : E[r] 10% , SD[r] 30%

Asset B : E[r] 20% , SD[r] 50%

The correlation between the returns is 0.15

a. Calculate the expected returns and standard deviations of the following portfolios:

i) 80% in A, 20% in B

ii) 50% in A, 50% in B

iii) 20% in A, 80% in B

b. Find the weights for a portfolio with an expected return of 25%? What is the standard deviation of this portfolio?