Portfolio Theory Problem You are given the following information. Answer the following question using this information, UNLESS SPECIFICALLY instructed otherwise. Expected Return Standard Deviation Asset A 15% 30% Asset B 20% 40% Risk-free Asset 5% 0% Correlation between Assets A and B = 0 Question 15 (5 points) EXTRA CREDIT ONLY: Using Calculus, show how to arrive at the minimum variance portfolio given in question 1. (64% Asset A and 36% Asset B.) Entirely ignoring this problem will not harm or hurt your grade in ANY WAY