Narrative Two

Given the following information about two assets:

Expected Return of Asset 1	12.00%
Standard Deviation of Asset 1	8.00%
Expected Return of Asset 2	16.00%
Standard Deviation of Asset 2	15.00%

1. Calculate the minimum standard deviation of a two-asset portfolio consisting of these two assets when the covariance between Asset 1's return and Asset 2's return is -0.009.

2.Calculate the standard deviation of a two-asset portfolio consisting of these two assets when w₁ = 0.75 and the covariance between Asset 1's return and Asset 2's return is -0.009

3. The standard deviation of a two-asset portfolio consisting of these two assets may be zero if the covariance between Asset 1's return and Asset 2's return is ______

4. if the covariance between Asset 1's return and Asset 2's return is -0.009, the correlation coefficient between these two assets' returns is estimated to be ______.

please ANSWER THIS QUESTION AND EVERYTHING IT ASKING TO CALCULATE IN IT