Question 6 The risk on a portfolio made up two assets (A & B) is given by 2 + 0.542 + 0.25 Where and are the weights (proportion of capital invested in each asset) for assets and respectively. A) Find the weights that would minimize this portfolios risk subject to the constraint that the weights must add up to one. (7 marks) B) Check that you indeed have minimized risk. (8 marks) C) When presenting a solution, it is crucial to thoroughly examine the many phases involved and their respective objectives. Furthermore, it is advantageous to present a concrete mathematical illustration derived from real-world scenarios, when there exists an objective function that necessitates either minimization or maximisation while being subject to certain limitations. (