Consider the formula for the variance of the portfolio of two assets discussed in class: 2 2 2 2 2 a}, = ong, + WHO'B +2wAprO'AO'B Recall that WA denotes the portfolio weight of asset A (proportion of lnds invested in A) and \"'3 denotes the portfolio weight of asset B, with WA + \"'3 =1. The coefficient p (1 S p S l ) measures the correlation between the returns of assets A and B. Rewrite the above formula as a function of w A only and find the portfolio weight w; which minimizes portfolio variance