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The expected return of Asset A and B are 0.20 and 0.15 respectively, and the standard deviation of the two assets are 0.25 and 0.10

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The expected return of Asset A and B are 0.20 and 0.15 respectively, and the standard deviation of the two assets are 0.25 and 0.10 . The correlation between A and B is -1 . Find out the portfolio containing only A adn B that has the lowest level of risk. 50% in A and the remaining in B. 28.6% in A and the remaining in B. 100% in B. 20% in A and the remaining in B. 100% in A

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