If the Correlation Coefficient is -1(Perfect negative correlation). What is the proportion to be invested in (A) and (B) get a portfolio with zero variance?

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Assume an investment manager is considering to invest in a portfolio composed of Stock (A) and Stock (B).

Stock (A) has an expected return of 10% and a Variance of 100 (Standard Deviation=10), while Stock (B) has an expected return of 20% and a Variance of 900 (Standard deviation=30).

1-      Calculate the expected return and variance of the portfolio if the proportion invested in Sock (A) is (0, .2, .3,.5. .6,.7,1) .The Correlation Coefficient is .4.

2-      If the Correlation Coefficient is -1(Perfect negative correlation). What is the proportion to be invested in (A) and (B) get a portfolio with zero variance?

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