5. Shares in G and F are perfectly positively correlated. The following information is available: RO G10 4 F 2013 (a) Calculate the expected return from a portfolio consisting of 55 percent of G and 45 percent of F. (1 mark) (b) Can you achieve a zero risk if you have these shares in in your portfolio? What will be the minimum standard deviation achieved if you have these shares in your portfolio (0.5+1.5 marks)