Suppose you invest in two risky assets: asset A and asset B. The expected return of each asset is E[r) = 10% and ElrB) = 5%. The standard deviation of asset A is on = 8%, the standard deviation of asset B is op = 6% and the correlation of the returns of both assets is pas = 0.625. Answer the following questions. Denote the portion of wealth that invests in asset A as wA. (a) Find the minimum variance portfolio (MVP) of this two risky assets. What is the portion of assets A WA (as a number between 0 and 1)? (b) For investors, which portfolio they should choose from the following two portfolios? A: The MVP portfolio that minimizes the portfolio risk. B: The optimal portfolio that maximizes the Sharpe ratio