Assume a portfolio of two assets, asset 1 and asset 2: (i) What proportion of the total investment should be invested in each of the two assets to minimise the variance of a two-asset portfolio when the assets have equal standard deviations (1=2) ? (ii) What proportion of the total investment should be invested in each of the two assets to minimise the variance of a two-asset portfolio when the asset returns have a correlation of 1, and standard deviations 1 and 2. respectively