two fin question about Investments

Business Finance

1.the expected return of stock A is 15 and the standard deviation is 20%. the expected return of stock B is 10% and the standard deviation is 14%. the minimum variance portfolio(MVP) consisting of stocks A and B has an expected return of 11.5% and a standard deviation of 12.25%. the weights of the MVP portfolio are 30% in stock A and 70% in stock B.

A)Draw a plot of the investment opportunity set(you should have 3 points, be precision as possible given the information above)

B)That is the correlation between the returns of stock A and stock B? (to receive your answer must be supported by your calculations.)

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