derive is needed!

Problem 1 (Required, 20 marks) You are given the following information about two risky assets traded in the market. The expected return rate of the two assets are and respectively. The variances of return rate of two assets are oz. o respectively. The correlation coefficient of two assets' return is p, where -1

o, find the minimum variance portfolio. (Hint: The final answer of (b) depends on the value of p. More precisely, a' = ?? when??