Minimum and maximum portfolio standard deviation A portfolio consists of assets A and B which possesses the following expected return, risk and weights.\\(a)What is the Maximum portfolio standard deviation.\\(b) What is the minimum portfolio standard deviation? $$ \begin{array}{c|c|c|c} Asset & Expected return & Standard deviation & Weight \\\ \hline A & 0.10 & O.20 & 0.35 \\\ B & 0.15 & 0.25 & 0.65\\\ \end{array} $$ To calculate varience for portfolio, we use $\sigma^2_p=\sigma^2_aW^2_a+\sigma^2_bW^2_b+2W_aW_b\sigma_a\sigma_(cor_{xy})$, where $cor_{xy}$ is the correlation Coefficient between x and y.But I am not provided the correlation coefficient.I do not even know the covariance.Please help

**Hint**

The co-domain of the corellation coefficient $\rho_{ab}$ is between $-1$ and $1$ (inclusive).