Let's assume an investor wants to invest some money into the following two stocks. The expected return and standard deviation for the two assets are given in the table below. What would be portfolio's standard deviation if the correlation coefficient between the two assets is -1 and you invest 40 percent of your money in A and 60 percent in B Let's assume an investor wants to invest some money into the following two stocks. The expected return and standard deviation for the two assets are given in the table below. If we assume the correlations coefficient between the two assets is -1, is there any weight you can put in these assets so that the portfolio standard deviation could be zero but not the return? If yes, what is the weight in asset A