part (i) and (iii)

QUESTION 3 Q3(a) Use the data for two perfectly-negatively correlated risky securities, Securit.Pand Security B, shown in the table below to, Security Security A Security B Expected Return E (r) (%) 10% S.D. (%) 16% 12% 8% i. ii. Calculate the weights of A and B in the global minimum variance portfolio 113 Marks Explain what is meant by the term perfectly negatively correlated risky securities and describe which metric is best used to capture this relationship? [4 Marks] iii. Calculate the rate of return that a portfolio of these two stocks would earn