(Solved): Consider two assets A and B. A has an expected return of 10% and a standard deviation of 20%. B has ...

Consider two assets A and B. A has an expected return of 10% and a standard deviation of 20%. B has an expected return of 6% and a standard deviation of 14%. The correlation between the two assets is -10%. Using the above information to answer Questions 19-20 What is the expected return of the minimum variance portfolio with the two assets? Pls round your answer to 3 decimal places, e.g., 0.123. 2 pts Question 20 Continue with the above, what is the weight on asset B in the minimum variance portfolio? Pls round your answer to 3 decimal places, e.g., 0.123.