I. The correlation between assets A and B is 0.1, and other data are given in Table 1. Table 1: Two Correlated Assets Assets | 10.0% | 18.0% 15% 30% A (a) Find the proportions a of A and (1-a) 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