Question: Plz solve the question quickly and answer correctly** ***PUT THE ANSWER IN 4 DECIMALS*** Suppose you have a two asset portfolio with ASSET 1 STANDARD

Plz solve the question quickly and answer correctly** ***PUT THE ANSWER

Plz solve the question quickly and answer correctly** ***PUT THE ANSWER IN 4 DECIMALS***

Suppose you have a two asset portfolio with ASSET 1 STANDARD DEVIATION = 0.09 and ASSET 2 STANDARD DEVIATION = 0.14. Assume the correlation coefficient of returns on the two assets is -1.0. Assuming you must hold positive amounts of both securities, what fraction of the portfolio should you hold in asset 2 to reduce the risk of the portfolio to zero

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