1 2 3 4 5 6 7 B 9 0 1 2 3 Return of Asset 1 and 2 Date Asset 1 31-Dec-2006 12.56% 31-Dec-2007 13.50% 31-Dec-2008 14.23% 31-Dec-2009 15.23% 31-Dec-2010 14.23% 31-Dec-2011 12.23% 31-Dec-2012 10.23% 31-Dec-2013 5.26% 31-Dec-2014 4.25% 31-Dec-2015 2.23% Q1.1 Average retum Retum variance Covariance Q1.2 Construct portfolios with different allocations. Portfolio Proportion of asset 1 Asset 2 7.56% 8.56% 4.56% 2.12% 1.23% 0.26% 3.25% 4.89% 5.56% 6.45% 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% Portfolio standard mean deviation return Fill in the highlighted cells and answer the questions. we use sample data. portfolio mean return = 0 = w 0 + w 0 ? + 2 w w P 1.20 02 P =W Xr + W X T 2 = = w 0 w0 + wo? + 2ww Cov 1,2 M