What are the weights for the MVP if the correlation is -1? Asset A (expected return) = 0.1 Asset A (standard deviation) = 0.25 Asset B (expected return) = 0.2 Asset B (standard deviation) = 0.35

a) Expected return = 0.1192 , standard deviation = 0.05889

b) Expected return = 0.1492 , standard deviation = 0.0000

c) Expected return = 0.01492 , standard deviation = 0.5889

d) Expected return = 0.00192 , standard deviation = 0.005889

e) None of the above.