Consider a portfolio with two securities having expected returns p and 2, risks and 02, and a correlation coefficient p that vanishes. To minimize this portfolio's risk-to-reward ratio, a natural quantity to minimize is: f(w) of (w) #p(w) where w is the fraction of the total investment in the security with expected return (a) (2 points) Determine an equation that any critical point of f must satisfy. What type of equation is it? (b) (3 points) Show that if solution = 2, then we obtain a linear equation for w with 02 of +0 This critical point coincides with the global minimum w we found for the two- security portfolio when minimizing the variance of with p = 0. Why are the two critical points identical?