Given both the E$($r$)$ and standard deviation of two assets, specifically, how do we generate the efficiency frontier from a set of weights? $($hint: Spreadsheet $6\mathrm{.}6)$

$(2$ pts$)$

What does the optimal CAL tell us$?(2$ pts$)$

How does the portfolio's minimum variance change as rho goes from $-0\mathrm{.}8$ to $+0\mathrm{.}8?(2$ pts $)$

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