Question: There are two securities A and 8, with r A = 4%, r B = 6%, O A = 3%, std B = 9% and

There are two securities "A" and "8", with r_A = 4%, r_B = 6%, O_A = 3%, std B = 9% and std A_B = -0.30. Find the portfolio return (r_p) and standard deviation std dev if the portfolio consists of $100 of "A" and $300 of "8". Find the weights that produce the portfolio with the lowest risk and its return.

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