Question: correlation between A & B is 0.1 don't use excel do it by hand please. 3. Two correlated assets) The correlation p between assets A

correlation between A & B is 0.1

don't use excel do it by hand please.

3. Two correlated assets) The correlation p between assets A and B iso 1, and other du are given in Table 6.3. (Note: p = OAB/(008).) TABLE 6.3 Two Correlated Cases Asset o B 10.0% 15% 18.0% 30% (a) Find the proportions a of A and (1 - a) of B that define a portfolio of A and B having minimum standard deviation. (b) What is the value of this minimum standard deviation? (c) What is the expected return of this portfolio

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