Given two risky assets: E and D. The expected return for E is 10% and 30% for D. The variance for returns for E is 400(%2) and for D is 3600(%2). The covariance between E and D returns is -0.05. T-bills give a return of 5% with a standard deviation of 0%. The investor has a risk aversion index, A=5.0.

1. Calculate the correlation between the assets E and D given the information above

2. Obtain the portfolio return and standard deviation for the (global) minimum variance portfolio (mvp).