Please dont use excel

Question 2 You are interested in making met ins and other foot returns and the market nem is the expected return of the The standard deviation of six 9.22 and the standard deviation of is 5 Probabies States 5 7 2 0.4 03 0.2 0.1 25% 35 15W 15% 154 2014 25% 309 Required: (You should enter at least the last step of your calculations on the system) 1. Compute and analyze the correlation between S and B (round your answer to 2 decimals) (2 Marks) 2- If you would like to create a minimum variance portfolio, how much weight you will allocate to Sand B? (2 Marks) 3- Compute the expected return and risk of the minimum variance portfolio (2 Marks) 4- How do you call the curve representing all the possible combinations between Sand B? Explain with you own words how to draw this graph? If you would Nke to create the optimal portfolio, 5- Explain with your own words how to find out graphically the optimal portfolio (1 Mark) 6. Compute how much weight you allocate to S and B in the optimal portfolio (2 Marks) 7. Compute the expected return and risk of the optimal portfolio (2 Marks) Question 2 You are interested in making met ins and other foot returns and the market nem is the expected return of the The standard deviation of six 9.22 and the standard deviation of is 5 Probabies States 5 7 2 0.4 03 0.2 0.1 25% 35 15W 15% 154 2014 25% 309 Required: (You should enter at least the last step of your calculations on the system) 1. Compute and analyze the correlation between S and B (round your answer to 2 decimals) (2 Marks) 2- If you would like to create a minimum variance portfolio, how much weight you will allocate to Sand B? (2 Marks) 3- Compute the expected return and risk of the minimum variance portfolio (2 Marks) 4- How do you call the curve representing all the possible combinations between Sand B? Explain with you own words how to draw this graph? If you would Nke to create the optimal portfolio, 5- Explain with your own words how to find out graphically the optimal portfolio (1 Mark) 6. Compute how much weight you allocate to S and B in the optimal portfolio (2 Marks) 7. Compute the expected return and risk of the optimal portfolio (2 Marks)