Consider a portfolio consisting of the following two risky assets. Asset i Mi, Return on Asset i 16% 2 14% Oi, Risk in Asset i 12% 1 22% The coefficient of correlation between the returns is p = 100%. (a) Find the weight allocations for the two assets in a minimum variance portfolio. Asset 1, w1 = % to 2 decimal places Asset 2, W2 = % to 2 decimal places (b) Find the expected rate of return on the minimum variance portfolio. - Mrr = % to 2 decimal places