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Plz Q.5. Shares in G and F are perfectly positively correlated. The following information is available: RO G| 16 F2101 (a) Calculate the expected return

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Q.5. Shares in G and F are perfectly positively correlated. The following information is available: RO G| 16 F2101 (a) Calculate the expected return from a portfolio consisting of 65 percent of G and 35 percent of F. (1 mark) (b) Can you achieve a zero risk if you have these shares in in your portfolio? What will be the minimum standard deviation achieved if you have these shares in your portfolio (0.5+1.5 marks)

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