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

Problem 2. Assume there are two assets with the following parameters: A=20%,B=30% the assets are perfectly negatively correlated -1).
a) Compute the weights of the portfolio that has a standard deviation of zero.
b) 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 2 . Assume there are two assets with the

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