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A has an expected return of 10%

If you have 2 assets: A has an expected return of 10% and has a standard deviation of 25%, B has an expected return of 8% and a standard deviation of 25%. For a portfolio with 1/2 weight in each of the 2 assets, what correlation between the assets would make the portfolio standard deviation 25% (the same as each asset indovidually)?
Can you provide the equation and walk me through the steps? 
Am I calculating the Sharpe ratio? I don't understand what it's asking?
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1 Answer

Nope, the Share ratio is used to assess the relative preformance of an asset.
Normally, a question is asking you to find the standard deviation of the two assets when they are treated as a single set.  It involves comparing the standard deviation of A and of B and their correlation.
This question is asking you to work slightly backwards. Do you know about something called Covariance and the risk of many assets?