2. Consider two risky assets (A and B), with the following characteristics: E(TA) = 6% and OA = 10% , E(TB) = 8% and B= 16%. 5 points) (a) Suppose that the correlation between A and B is 1. What is the minimum variance portfolio? (2 points) (b) Same question if the correlation is -1. Calculate the expected return on the minimum variance portfolio 3 points)