2. We have two assets (asset 1 and 2) and the standard deviation and the covariance of these assets are as follows: o(ri) = 4%, o(r2) = 3%, Cov(r1, r2) = 3 a. What's the correlation coefficient between asset 1 and 2? b. Consider the portfolio that invests the same amount in asset 1 and 2. What the variance of this portfolio