The investor plans to invest $1$ in

two risky assets: asset $1$ has a returns volatility of $20\%$

and asset $2$ has a returns volatility of $30\%$ and the

returns have a correlation of $-0\mathrm{.}25.$ What allocations to

each asset will minimize the variance of the portfolio?

What is the volatility of the minimum variance portfolio?The investor plans to invest $1$ in

two risky assets: asset $1$ has a returns volatility of $20\%$

and asset $2$ has a returns volatility of $30\%$ and the

returns have a correlation of $-0\mathrm{.}25.$ What allocations to

each asset will minimize the variance of the portfolio?

What is the volatility of the minimum variance portfolio?