5) We want to minimize the variance of the portfolio from 04. In order to do that, what weights should we use? A) Asset A: 0.4, Asset B: 0.6
B) Asset A: 1.3, Asset B: -0.3 C) Asset A: 1.2, Asset B: -0.6 D) Asset A: 0.2. Asset B: 0.8 6) We want to maximize the shape ratio of the portfolio from Q4. In order to do that, what weights should we use?
A) Asset A: 0.7, Asset B: 0.4
B) Asset A: 0.55, Asset B: 0.45
C) Asset A: 0.4, Asset B: 0.6 D) Asset A: 0.2, Asset B: 0.8