27) There are two assets with different volatilities respectively: 2% for asset A and 3% for asset B. The correlation coefficient between two assets is -0.5 . To achieve the total variance of 20% using these two assets, how much weight do you need to allocate to asset A and asset B ? A) wa=0.31,wb=1.29 B) wa=1.35,wb=0.35 C) wa=3.06,wb=2.06 D) wa=2.11,wb=1.11 E) None of the above 28) Now, after several years passed, the correlation coefficient between aforementioned two assets dropped to -1 . To achieve the total variance of 10% using these two assets, how much weight do you need to allocate to asset A and asset B ? A) wA=1.5,wB=0.5 B) wA=1.7,wB=0.6 C) wA=4.6,wB=3.6 D) wA=1.2,wB=0.2