If $\rho_{12} < 1$ or $\sigma_1 \not= \sigma_2$ then $\sigma_v^2$ representing the variance of the portfolio with weights $(w_1, w_2) = (s, 1-s)$ as a function of $s$ attains its minimum value at: $$ s_0 = \frac{\sigma_2^2 - \sigma_1\sigma_2\rho_{12}}{\sigma_1^2+\sigma_2^2-2\sigma_1\sigma_2\rho_{12}} $$ Under which conditions on $\sigma_1$, $\sigma_2$, and $\rho_{12}$ does the minimum variance portfolio involve no short selling?
$\rho$ is correlation coefficient and $\sigma$ is standard deviation. Squared is variance. I'm not sure what this question means.