Problem 2 Consider a portfolio of two stocks. Data shown in Table 2. Let x denote the weight on Stock A and 1 x denote the weight on Stock B. Correlation coefficient equals PAB. The risk-free rate is r g = 3%. Table Stock Expected Return Volatility Stock A 15% 40% Stock B 7% 30% = (a) What is the minimum variance portfolio when PAB and volatility? 0? What is its expected return = (b) What is the minimum variance portfolio when PAB 0.4? What is its expected return and volatility? (c) What is the minimum variance portfolio when PAB = -0.4? What is its expected return and volatility