Please help me with question 19. Thank you

1on problem = 0.08, M2 0.02, 0 = -0.004, 023 = -0.0002, 024 = 0,034 = = 0.04, o = 0.1, 43 = = = 0.006, and ca (d) Verify your subject to an expected value of return of 7.5%. 19. Consider four risky assets with expected rates of return Mi 0.05, p4 0.02, variances o = 0.03, 02 variances 012 0.001,013 -0.002,014 -0.005. There is a risk-free asset with rate of return rf = 0.015. (a) Find the risky fund M which can be combined with the risk-free asset. = (6) Find the combined portfolio that will give you the best expected rate of return for a given risk (defined by the std of the combined portfolio) of oc=0.03. Calculate the expected rate of return. 1on problem = 0.08, M2 0.02, 0 = -0.004, 023 = -0.0002, 024 = 0,034 = = 0.04, o = 0.1, 43 = = = 0.006, and ca (d) Verify your subject to an expected value of return of 7.5%. 19. Consider four risky assets with expected rates of return Mi 0.05, p4 0.02, variances o = 0.03, 02 variances 012 0.001,013 -0.002,014 -0.005. There is a risk-free asset with rate of return rf = 0.015. (a) Find the risky fund M which can be combined with the risk-free asset. = (6) Find the combined portfolio that will give you the best expected rate of return for a given risk (defined by the std of the combined portfolio) of oc=0.03. Calculate the expected rate of return