Q.5. Shares in G and F are perfectly positively correlated. The following information is available: IRO G|1116 F|2111 (a) Calculate the expected return from a portfolio consisting of 65 percent of G and 35 percent of F. (1 mark) (b) Can you achieve a zero risk if you have these shares in in your portfolio? What will be the minimum standard deviation achieved if you have these shares in your portfolio (0.5+1.5 marks)