The correlation coefficient  between two assets A and B is 0.1. The
expected return, r, and standard deviation  of the assets are:
Asset          r                 σ
A              8%             16%
B             15%            28%

a)Find the proportion w1 of A and (1 – w1) of B that define a portfolio of A
and B having minimum standard deviation.

b) What is the value of the minimum standard deviation?

c) What is the expected return on the portfolio implied in a) above?
Explain your answer.