Question: number 2 please Problem 11 (20 points): Suppose we have two assets listed below. We are constructing a 2-asset portfolio. 2015 2016 2017 2018 2019

number 2 please

Problem 11 (20 points): Suppose we have two assets listed below. We are constructing a 2-asset portfolio. 2015 2016 2017 2018 2019 2020 Asset A -0.15 0.24 0.1 0.05 -0.02 Asset B -0.08 0.18 0.12 0.1 -0.1 0.05 0.1 Risk-free rate=0.04 (1) What is the weight of the Asset A in the minimum variance portfolio? (hint: the weight value can be positiveegative/zero) (2) What is the standard deviation of this minimum variance portfolio

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