There are ONLY two risky assets (i.e., no risk-free asset): a bond with an expected return of 5% and a volatility of 10% and a stock with an expected return of 6% and volatility of 20%. The two assets have a correlation of -1.\ a. What are the portfolio weights for the minimum variance portfolio?\ b. One of your clients wants to invest in the efficient portfolio that has expected return of 10%. What should he buy and in what proportions?