Hi I need help with this question please.

Consider the formula for the variance of the portfolio of two assets discussed in class: Op = Wojtwo+2WAW:PG,CB Recall that w, denotes the portfolio weight of asset A (proportion of funds invested in A) and Wg denotes the portfolio weight of asset B, with WAtwo =1. The coefficient p, -1 pal measures the correlation between the returns of the assets A and B. (a) Rewrite the above formula as a function of w, only (recall that w, + w. = 1 ) (b) Find the portfolio weight w which minimizes portfolio variance. (Differentiate the variance expression with respect to w, and solve the FOC for WA) (c) Suppose that p = -1. What is the value of w, in this case? What is the standard deviation of the portfolio with w = WA ? (d) Suppose that , = 12 and , = 20. Find the variance minimizing portfolio weight of asset A for each of the following values of the correlation coefficient: p =-1, p=0, p =0.3 and p =1