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What are the weights for the MVP if the correlation is -1? Asset A (expected return) = 0.1 Asset A (standard deviation) = 0.25 Asset

What are the weights for the MVP if the correlation is -1?

Asset A (expected return) = 0.1

Asset A (standard deviation) = 0.25

Asset B (expected return) = 0.2

Asset B (standard deviation) = 0.35

~

a) Weight in Asset A = 0.8077, weight in Asset B = 0.1923

b) Weight in Asset A = 0.8077, weight in Asset B = -0.1923

c) Weight in Asset A = 1.1923, weight in Asset B = 0.1923

d) Weight in Asset A = 0.5833, weight in Asset B = 0.4167

e) None of the above.

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