Consider two assets with mean returns, standard deviations and correlation matrix: {:[mu=([0.08],[0.05])],[sigma=([0.10],[0.04])],[C=([1,0.4],[0.4,1])],[M_(1)=min_(x){(1)/(2)x^(T)Sigmax-lambdamu^(T)x1^(T)x=1}]:} Compute the covariance matrix Sigma. Consider the following portfolio optimization problem M_(1) (short positions allowed): M_(1)=min_(x){(1)/(2)x^(T)Sigmax-lambdamu^(T)x1^(T)x=1} Compute and plot a mean-variance efficient frontier for a portfolio consisting of these two assets. If the risk-free rate r_(f)=0.01, what is the tangent portfolio? Consider the following portfolio optimization problem M_(2) (no short positions allowed): M_(2)=min_(x){(1)/(2)x^(T)Sigmax-lambdamu^(T)x1^(T)x=1^^x_(i) >= 0} Compute and plot a mean-variance efficient frontie Plz solve on Mathematica