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3. Two risky assets with returns ru, r2 and standard deviations 01, 02, and correlation p. Calculate the weights for the following two optimal portfolios. a. Minimum volatility (variance) portfolio minimizes the overall risk mino W s.t. W1 + W2 = 1 b. Maximum Sharpe Ratio portfolio delivers the highest expected return of unit of risk - f s.t. W1 + W2 = 1 max W 3. Two risky assets with returns ru, r2 and standard deviations 01, 02, and correlation p. Calculate the weights for the following two optimal portfolios. a. Minimum volatility (variance) portfolio minimizes the overall risk mino W s.t. W1 + W2 = 1 b. Maximum Sharpe Ratio portfolio delivers the highest expected return of unit of risk - f s.t. W1 + W2 = 1 max W