Consider portfolios of two uncorrelated assets A and B with weights w and 1 w, returns and , and risks A and B, respectively. (a) Find an expression for portfolio risk as a function of ,, only. (b) Show that the minimum-risk portfolio has investment weights ,1 with = 2 2+2. Hint: The squared risk of the portfolio is a parabolic function of the form ()= 2 + +. Find ,, then find the vertex. Alternatively, you can use first-order calculus to find the minimum.