11, (Two similar assets) Two assets with expected rates of return 71 and 72 have identical variances and a known correlation coefficient p. There is a risk-free asset with rate of return rf. (a) Find an expression for the optimal (Markowitz) weights for the two assets. (b) For the parameters 71 = .10, 72 = .08, r = .05, p = .6, find the weight of asset 1. 12. (Fanivalence) Show that f