Question: The correlation p between assets A and B is 0.1 and other data are given in the table below. [Note: rho = Find the proportions

The correlation p between assets A and B is 0.1 and

The correlation p between assets A and B is 0.1 and other data are given in the table below. [Note: rho = Find the proportions a of A and (1 - alpha) of B that define a portfolio of A and B having minimum standard deviation. What is the value of this minimum standard deviation? Is there a risk diversification by investing on the two asset portfolio? (Hint: Cheek if you arc able to achicvc a portfolio variance

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