There are $2$ risky assets, namely Asset $1$ and Asset $2,$ with mean returns ${}_1$ and ${}_2$ and

expected risks ${}_1$ and ${}_2,$ respectively. The correlation between the $2$ risky assets is $=-1.$

Suppose that a portfolio consists of these two assets. The portfolio weight for Asset $1$ is

$x_1>0,$ and the portfolio weight for Asset $2$ is $x_2=1-x_1.$ Denote the portfolio return and

risk are ${}_p$ and ${}_p,$ respectively. Show that

$\frac{{}_p-{}_2}{{}_1-{}_2}=\frac{{}_p+{}_2}{{}_1+{}_2}$