Consider two financial assets with the following risk and return characteristics: Assets Return Standard Deviation Asset 1 20% 35% Asset 2 10% 20% a) Calculate optimum weights of investment in both assets for minimum variance portfolios at different scenarios of simple correlation coefficient (r) = 0, 0.5, and -1. b) Using the corresponding pair of optimum weights and the above information, calculate respective portfolio return (Rp) and portfolio risk (p). c) Draw inferences from calculations in (b)