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There are two assets. Both assets have standard deviation of 10%. You hold 50% of your portfolio in asset 1 and 50% of portfolio in

There are two assets. Both assets have standard deviation of 10%. You hold 50% of your portfolio in asset 1 and 50% of portfolio in asset 2. a) (1 point) The standard deviation of your portfolio is 0. What is the correlation between returns on assets 1 and 2? b) (1 point) The standard deviation of your portfolio is 10%. What is the correlation between returns on assets 1 and 2?

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