Need help on these two questions. Thank you!

I. Efficient Two Asset Portfolios Assume that the expected return on asset 1 is 5% and the expected return on asset 2 is 4%. The standard deviation of asset 1 is 3.0% and 1.5% for asset 2. Assume the correlation of both assets is-0.5. W1 .00 0.00 0.75 0.25 0.50 0.50 0.25 0.75 0.00 1.00 W2 17. What is the weight on asset 2 in the minimum variance portfolio: (a) 0.71; (b) 0.25; (c) 0.35; (d) -0.35; 18. Why is the point w2 1.0 not on the efficient frontier: (a) it is never optimal to hold 100% of your money in a single asset; (b) all portfolios with negative variances require holdings of both assets; (c) the portfolio is stochastically dominated; (d) it is on the frontier