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2. Suppose the economy consists of three assets with a multivariate normal distribution with the following mean and variance-covariance matrices for annual log-returns. 10.090 + k * 0.001] 0.007151 0.001241 0.002001] u= 0.125 + k * 0.001 and E= 0.001241 0.003060 0.001905, L0.160 + k * 0.001] L0.002001 0.001905 0.007174] with k being the last digit of your student id number. (6 marks) Construct the equation of the mean-variance efficient frontier. What is the vertex of the efficient frontier? Plot the frontier with expected (log returns) on the vertical axis (using intervals of 0.01 centered about the expected value of the vertex) and standard deviation of log returns on the horizontal axis. (ii) (7 marks) Consider two investors (a) a low aspiration investor with an aspiration level of 0.02 for log returns (b) a high aspiration investor with an aspiration level of 0.12 for log returns Construct BPT-SA (Behavioral Portfolio Theory - single mental account; Shefrin and Statman (2000)) frontiers (one for each of these investors), with expected (log returns) on the vertical axis and the Prob (log return