A. Compute the minimum variance portfolio associated with the five portfolios. As a check that you are on the right track, the portfolio weight for "Cnsmr" is 0.53 (rounded to 2 decimal places).

1.What is the volatility for the minimum variance portfolio

2.What is the expected return associated with the minimum variance portfolio?

B. Compute a point on the efficient frontier. In particular, compute the portfolio on the efficient frontier whose expected return is equal to 1.2 percent. As a check that you are on the right track, the portfolio weight for "Cnsmr" is 0.95 (rounded to 2 decimal places).

1.What is the volatility for this portfolio?

C. Assume that the risk-free rate is 0.25 percent (over a month). Compute the tangent portfolio. As a check that you're on the right track, the portfolio weight for "Cnsmr" is 0.73 (rounded to 2 decimal places) for the tangent portfolio.

1. What is the Sharpe Ratio associated with the tangent portfolio? Round your answer to 2 decimal places.