To find the optimal allocation of risky assets, you are most likely going to: maximize Utility maximize the Sharpe ratio maximize expected return maximize risk Two assets with a correlation of -1 are said to be: perfectly positive correlated perfectly negative correlated uncorrelated none of the above The minimum variance frontier is: It is a graph of the highest possible variance that can be attained for a given portfolio expected return It is a graph of the lowest possible variance that can be attained for a given portfolio expected return none of the above It is the point where the CAL is tangent to the indifference curves