2. Consider the following statistics for a portfolio composed of shares of Companies A and B: Company A Company B stock stock Average return 10% 15% Variance 0.0800 0.1600 Sigma 28.28% 40.00% Covariance of returns Correlation of returns 0.00350 0.03094 0.9 Portfolio Proportion of A Proportion of B Portfolio average return Portfolio standard deviation 0.1 10.50% 25.89% a. Suggest a portfolio combination that improves return while maintaining the same level of risk. b. Calculate the minimum variance portfolio for the portfolio comprised of the two assets described above