2a)

The correlation between assets A and B is -1. Calculate the expected return of the minimum variance portfolio (standard deviation should be zero). Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

Asset	Expected Return	Standard Deviation
A	0.17	0.54
B	0.09	0.29

2b)

The correlation between assets A and B is +1. Calculate the expected return of the minimum variance portfolio (standard deviation should be zero). Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

Asset	Expected Return	Standard Deviation
A	0.24	0.54
B	0.14	0.28