Consider again the portfolio risk-return information from part III illustrated below. 2. Next, consider the estimated global minimum variance portfolio (point labeled Global Min). The estimated portfolio weights m have estimation error, and the estimated expected return ^p,m=m and volatility ^p,m=(mm)1/2 also have estimation error. The magnitude of these estimation errors can be quantified using the bootstrap. The figure below, shows 500 bootstrap estimates of the pair (p,m,p,m). Using this diagram, briefly discuss the estimation error in the pair(^p,m,^p,m) Portfolio ER