While you do not need to know how to statistically calculate a correlation coefficient in this course, it is the case that you have all the tools you need to answer the following question.$]$Given:Asset A:Expected return $=12\mathrm{.}5\%$Std deviation $=7\mathrm{.}5\%$ or $0\mathrm{.}075$Asset B:Expected return $=13\mathrm{.}33\%$Std deviation $=4\%$ or $0\mathrm{.}04$Portfolio:$50\%$ in A$,50\%$ in BStd deviation $=5\mathrm{.}75\%$ or $0\mathrm{.}0575$