Consider two assets (1 & 2) with the following information: E (R1) = 10 %, σ1 = 10 %, E (R2) = 12 %, σ2 = 18 %, If a portfolio consists of 55-45 weights in assets 1 and 2 respectively, what is...

Consider two assets (1 & 2) with the following information:
E (R1) = 10 %, σ1 = 10 %, E (R2) = 12 %, σ2 = 18 %,

If a portfolio consists of 55-45 weights in assets 1 and 2 respectively, what is portfolio’s
expected return and risk if the correlation between the return on assets 1 and 2 is -0.20?