4. (Two correlated assets) The correlation p between assets A and B is 0.3, and other data are given in the table below. (Note: p= AB/00B)] Asset A 5.0% 15% 2.0% 5% o B 29 (a) Find the proportions o of A and (1 -a) 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