This Problem is a numerical exercise so I would appreciate a pyhon code or excel instructions to solve this. Thank you.

Problem. $($b$)$ Suppose that the coefficient of correlation ${}_{12}$ equals $0\mathrm{.}7.$ Suppose that the weight win

$\{-1,-0\mathrm{.}9,-0\mathrm{.}8,$dots,$-0\mathrm{.}2,-0\mathrm{.}1,0,0\mathrm{.}1,0\mathrm{.}2,$dots,$1\mathrm{.}9,2\}$; that is$,$ there are $31$ different values $w$ can take. Using

software of your choice, construct a graph with the expected returns and standard deviations of the $31$

possible portfolios. Make sure to plot expected returns in the vertical axis and standard deviations in the

horizontal one. You only need to print out one final figure with $31$ data points. $($You may choose

to connect those points by lines and give the overall graph the appearance of a MVF$.)$ DO NOT draw the