Consider an investment opportunity set formed with two securities that are perfectly correlated with a correlation coefficient=1. The expression for the portfolio variance will be O 02 = wi20,2 - w202 - 2w.wjojo; "corr coeff(i.) O 02 - w,20,2 + wo? 10= w; ; O 02 - (w; + w;g;)2 O 02 - (wo; -w;g)? O 02 - w202 w202 2wW;0;0,"corr coeffi.)