dwi Problem 1. The general equation for the weight of the first security to achieve minimum variance (in a two-stock portfolio) is given by: (0) - 11,2(01) (0) W = (0) + (0) - 2r,2(01)(0) la. Show that w = 0.5 when = 02. 1b. What is the weight of Security 1 that gives minimum portfolio variance when 71,2 = 0.5, 0 = 0.04, and o2 = 0.06? 01