Exercise 2. You are given a four security portfolio: Security 1 2 Expected Return 0.06 0.10 0.09 0.14 3 0.12 0.18 4 0.174 0.224 SD Correlations: 1 1 2 0.30 1 3 0.35 0.10 4 0.404 0.40 0.35 You have a target rate of return of 14.2%. Solve for the portfolio weights which minimize the portfolio standard deviation and achieves the target return. In this exercise the weights can be negative. What is the minimum standard deviation and what is the expected return