Risky Asset E: Expected return is 10% and Variance for return is 400(%^2)

Risky Asset D: Expected return is 30% and Variance for return is 3600(%^2)

Covariance between Risky Asset E and D are -0.05.

1. What is the correlation coefficient between the two risky assets?

2. What is the portfolio return and standard deviation for the global minimum variance portfolio of the two risky assets?