You wish to form a portfolio from two assets with the following attributes: E(Ri)=0.04; 01 = 0.04; E(R2) =0.08; 02 = 0.12; and 01,2 = -0.0048. Assume short selling is allowed, and you can lend or borrow unlimited amounts at the risk-free rate, what is the E(Rp) of the minimum risk portfolio? a) b) c) d) 0 0.04 0.07 0.08