Question: Problem 1 . Assume there are two assets with the following parameters: A = 2 0 % , B = 3 0 % the assets

Problem 1. Assume there are two assets with the following parameters:
A=20%,B=30% the assets are perfectly negatively correlated -1.
1. Compute the weights of the portfolio that has a standard deviation of
zero.
2. Now assume that the standard deviation of the assets is not given but
is A and B, but the correlation is still A,B=-1. Can you still find
a portfolio with zero risk?
Problem 1. Assume there are two assets with the following parameters:

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