Q6. a. Derive the minimum variance portfolio for the case of two perfectly inversely correlated assets and show that a perfect hedge can be constructed in this case. [10] b. Assume that the return on an asset (R) is normally distributed with mean E and variance 2, and its utility is given by U = U(R,;E,a). Show that the slope of the indifference curve in the mean-variance plane is positive. [15]