a) (1.5 points) There are two assets. Both assets have the standard deviation of 10%. You hold 50% of your portfolio in asset 1 and 50% of portfolio in asset 2. The standard deviation of your portfolio is 0. What is the correlation between returns on assets 1 and 2? b) (1.5 points) There are two assets: Asset 1: Expected return 7.5%, standard deviation 9% Asset 2: Expected return 11%, standard deviation 12%. You are not sure about the correlation between 2 assets. You hold 30% of your portfolio in asset 1 and 70% in asset 2. What is the highest possible variance of your portfolio