$($Minimum variance portfolio and efficient portfolio to match target return$).$ During the$$ decade $20052014,$ Ford and Microsoft $($MSFT$)$ were negatively correlated $($see data below$).$ Find the following two portfolios:$$ a$.$ Find The minimum variance portfolio.$$ a$1$: what is the proportion in Ford?$$ a$2$: what is the average return for the portfolio?$$ a$3$: the standard deviation of return for the portfolio?$$ b$.$ The efficient portfolio having an expected return of $4\%.$ a$1$: what is the proportion in Ford?$$ a$2$: what is the average return for the portfolio?$$ a$3$: the standard deviation of return for the portfolio?$$

D AND MSFT RETURN STATISTICS, $2005-2$