Q2-Consider investing in a portfolio consisting of two assets. The two assets's returns are correlated It is known that the two assets have the same standard deviation of . You are to invest ufraction of your wealth in asset one. No short positions allowed. 1. Write an expression to the risk of this portfolio. (10 pts.) 2. Determine how much to invest in each asset in order to achieve maximal risk reduction. (10 pts.) 53 3. Suppose the two assets are perfectly negatively correlated. Determine the risk of an equally weighted portfolio. (10 pts.) 4. Comment on your solution to the previous part (3.) (10 pts.)