Assume that you have a choice of two assets, A and B, and a portfolio of an equal share of the two assets. Assume also that the assets have the following statistics: a. What does the negative...

Assume that you have a choice of two assets, A and B, and a portfolio of an equal share of the two assets. Assume also that the assets have the following statistics:

a. What does the negative covariance between the assets A and B mean?

b. As a risk-averse investor, would you choose the asset A, B, or the portfolio? Explain your reason.