Only need to solve 5.4

Exercises 5.2-5.9 use following about the mean returns and covariances for three stocks. The numbers used are hypothetical make of the informatln Covariance with Mean AOL Microsoft IntelReturn Stock .002 Microsoft .001 0 001 002 001 0 001 002 15% 12 10 AOL Intel 5.2. Compute the tangency portfolio weights assuming a .3. How does your answer to exercise 5.2 change if the 5.4. Draw a mean-standard deviation diagram and plot risk-free asset yields 5 percent. risk-free rate is 3 percent? 7 percent? AOL, Microsoft, and Intel on this diagram as well as the three tangency portfolios found in exercises 5.2 and 5.3 Exercises 5.2-5.9 use following about the mean returns and covariances for three stocks. The numbers used are hypothetical make of the informatln Covariance with Mean AOL Microsoft IntelReturn Stock .002 Microsoft .001 0 001 002 001 0 001 002 15% 12 10 AOL Intel 5.2. Compute the tangency portfolio weights assuming a .3. How does your answer to exercise 5.2 change if the 5.4. Draw a mean-standard deviation diagram and plot risk-free asset yields 5 percent. risk-free rate is 3 percent? 7 percent? AOL, Microsoft, and Intel on this diagram as well as the three tangency portfolios found in exercises 5.2 and 5.3