I just want to know the work done to arrive at these answers, I have provided the questions as well as the answers for double checking.

(Two correlated assets) The correlation between assets A and B is 1 , and other data are given in Table 6.3. [Note: =AB/(AB) ] (a) Find the proportions of A and (1) of B that define a portfolio of A and B having minimum standard deviation (b) What is the value of this minimum standard deviation? (c) What is the expected return of this portfolio? 3. (Two correlated assets) For solution method, see solution to problem called Two stocks (below). (a) equals 19/23. (b) The minimum standard deviation is approximately 13.7%. (c) The expected return of this portfolio is approximately 11.4%