3. (Two correlated assets) The correlation p between assets A and B is 1, and other data are given in Table 63 [Note = AD/(Og) ] TABLE 6.3 Two Correlated Cases Asset F a A | 100% 15% | 18.0% 30% (a) Find the proportions of A and (1-) of B that define a portfolio of A and B having minimum standard deviation (b) What is the value of this minimum standard deviation? (c) What is the expected return of this portfolio