Problem $1.$ Assume there are two assets with the following parameters:

${}_A=20\%,{}_B=30\%$ the assets are perfectly negatively correlated $-1.$

$1.$ Compute the weights of the portfolio that has a standard deviation of

zero.

$2.$ Now assume that the standard deviation of the assets is not given but

is ${}_A$ and ${}_B,$ but the correlation is still ${}_{A,B}=-1.$ Can you still find

a portfolio with zero risk?