= = We have a financial market consisting of two risky assets. (a) (3 Points) Assume that 0.1, 2 0.05, 01 = 0.2 and 02 0.15. If you know that the expected return of the minimum variance portfolio is larger than 7%, find the possible values (intervals) of the correlation p12. (Round to the nearest thousandth) (b) (3 Points) Assume that 0.1, 01 = 0.2, 02 = 0.15, Cov(K, K) = -0102. Find a risk-free portfolio of these two stocks. Suppose there is also a risk-free asset with R = 5%, find 2 such that there is no arbitrage on the market. (Do not round your answer) = =