a two asset portfolio with means of a=16%, mean of b=12%, variance of a=1.5%, variabce of b=2.5% and covariance of return of (-.0054) has a theoretical minimum variance that may

a - equal 0%

b - lie between 1.5% and 2.5%

c- be found by optimally choosing the weights of asset a and of asset b in the portfilio

d- lie above the cml line

e- be impossible to determibe