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  3. 6) - let it be a portfolio, with two assets, with

6) - Let it be a portfolio, with two assets, with the following characteristics: a)...

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6) - Let it be a portfolio, with two assets, with the following characteristics: a) The expected returns are E(R2) = 14% y E(R2) = 8%. b) The volatilities of the returns are 0 = 6% y 02 = 3%. c) The correlation coefficient, of the returns, of these two assets is -50%. Calculate how much to invest, both in asset 1 and asset 2, to obtain the portfolio with minimal risk ... * Note: detail the procedure (by hand), both for the formulas and for the resolution

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