Information for questions $3-7$: these questions are on Markowitz's portfolio choice problem for the special case of N$=2$ risky assets.

The risk$-$free rate is $r_f=0\mathrm{.}04.$ There are two risky assets. The first risky asset has $E[r_1]=0\mathrm{.}10$ and $(r_1)=0\mathrm{.}20.$ The second risky asset has $E[r_2]=0\mathrm{.}07$ and $(r_2)=0\mathrm{.}15.$ In addition, the return correlation between the two risky assets is ${}_{12}=0\mathrm{.}5.$

Answer all questions in excel ROUND ALL ANSWERS $2$ decimal places

Question $1$ what is the weight on the first risky asset $($round $2$ decimal places$)$

Question $2$ what is thr weight of the second risky asset in the minimum variance portfoilio

Question $3$ what is the volatility

Question $4$ what is the weight on the first risky asset in the tangent portfolio

Question $7$ what is the maximal sharpe ratio