The return profiles of 2 assets are given below. What is the minimum risk, in terms of standard deviation, that can be achieved with a portfolio that holds these two assets? The weight of the 2 assets must be positive and sum up to 1. That is, holding 0 of each and thus having 0 risk is not allowed. (Hint: let weight in asset A bew, and weight in asset B be 1-w. The standard deviation of the portfolio is a quadratic function of w. You only need to find the minimum for the quadratic function) E[r] St.dev Correlation Asset A 10% 20% -0.25 Asset B 4% 10% Extra credit (10pts. Can be used to make up for points you lost in this problem set. However, the total score of the problem set cannot exceed 100): Assume Rr=0. What is the highest Sharpe ratio that can be achieved with the 2 assets