Asset 1 has an expected mean return of ui=9%, standard deviation of its return is 01=6%. Asset 2 has an expected mean return of u2 = 14%, with a standard deviation of 02= 11%. The correlation coefficient between returns on these two assets is P1,2 = -1. If you invest all your financial wealth on a portfolio holding only these two assets such that Wi+w2= 1. How should you choose weights wiand w2 such that the portfolio is risk free (i.e., Op=0)? In that scenario, what is your expected return on that portfolio, E (KR)? (10 points)