Exercise (Mean-Variance Analysis starting 10 from a prob. distribution) Req Studying market returus over the past 20 years, you identified 4 types of years "Boom" "Strong" w/ probability is 1/5 15 "Weak" "Bust and returns stocks 30% 20% 0 % Bonds Gold -5% 10% 10% 5% -5% - 40% 20 % 5% -5% 10% (a) Find the Minimal Variance Portfolio identity its expected return and variance (6) Find the Efficient Portfolio with expected return. What is variance ? What is its payotts in types of years? Would retail customer be happy with such recurus? its 4 Plot the region of mean variance results (mean & Co, 12%], variance to, 0.01]) Plot the efficient troutier (make sure "anti-efficient results not plotted). ane Exercise (Mean-Variance Analysis starting 10 from a prob. distribution) Req Studying market returus over the past 20 years, you identified 4 types of years "Boom" "Strong" w/ probability is 1/5 15 "Weak" "Bust and returns stocks 30% 20% 0 % Bonds Gold -5% 10% 10% 5% -5% - 40% 20 % 5% -5% 10% (a) Find the Minimal Variance Portfolio identity its expected return and variance (6) Find the Efficient Portfolio with expected return. What is variance ? What is its payotts in types of years? Would retail customer be happy with such recurus? its 4 Plot the region of mean variance results (mean & Co, 12%], variance to, 0.01]) Plot the efficient troutier (make sure "anti-efficient results not plotted). ane