3. The return profiles of 2 assets are given below. What is the minimum risk, in terms of standard deviation, that can be achieved with a portfolio that holds these two assets? The weight of the 2 assets must be positive and sum up to 1 . That is, holding 0 of each and thus having 0 risk is not allowed. (Hint: let weight in asset A be w, and weight in asset B be 1-w. The standard deviation of the portfolio is a quadratic function of w. You only need to find the minimum for the quadratic function) 1 Extra credit (10pts. Can be used to make up for points you lost in this problem set. However, the total score of the problem set cannot exceed 100): Assume Rf=0. What is the highest Sharpe ratio that can be achieved with the 2 assets