4. Calculate the envelope set for the four assets below and show that the individual assets all lie within this envelope set.

2) Calculate the envelope set (frontier) for the following four assets and show that the individual assets all lie within this envelope set. A oll 1 2 3 4 5 6 B 1 D E F A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance Mean returns 0.10 0.01 0.03 0.05 6% 0.01 0.30 0.06 -0.04 8% 0.03 0.06 0.40 0.02 10% 0.05 -0.04 0.02 0.50 15% 2) Calculate the envelope set (frontier) for the following four assets and show that the individual assets all lie within this envelope set. A oll 1 2 3 4 5 6 B 1 D E F A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance Mean returns 0.10 0.01 0.03 0.05 6% 0.01 0.30 0.06 -0.04 8% 0.03 0.06 0.40 0.02 10% 0.05 -0.04 0.02 0.50 15%