Q. No. 2: You are considering two assets with the following characteristics

Stock	Return	Standard Deviation
U	0.15	0.20
V	0.25	0.30

Correlation coefficient (1,2r_1,2) between two stocks is -0.7

Required:

How much should be invested in each security to minimize the risk of portfolio? What is the risk and return of portfolio? Draw risk and return of securities and portfolio on the graph and mark Markowitz efficient portfolio frontier.