Req over Exercise (Mean-Variance Analysis starting 10 from a prob. distribution) Studying market returns the past 20 years, you identified 4 types of years "Boom" "Strong "Weak" "Bust" w w/probability is 35 15 15 and returns 30% 20% 10% stocks Bonds Gold - 5% - 0% -5% 5% -5% - 40% 20% 5% 10% (a) Find the Minimal Variance Portfolio identity its expected return and variance (6) Find the Efficient Portfolio with 10% expected return. What is its variance ? What is its payoffs in 4 types of years ? Would retail customer be happy with such returus? E Plot the region of meana variance results (mean [0,12%, variouce [0, 0.01]) Plot the efficient troutier (make sure "anti-efficient" results que plotted). not Req over Exercise (Mean-Variance Analysis starting 10 from a prob. distribution) Studying market returns the past 20 years, you identified 4 types of years "Boom" "Strong "Weak" "Bust" w w/probability is 35 15 15 and returns 30% 20% 10% stocks Bonds Gold - 5% - 0% -5% 5% -5% - 40% 20% 5% 10% (a) Find the Minimal Variance Portfolio identity its expected return and variance (6) Find the Efficient Portfolio with 10% expected return. What is its variance ? What is its payoffs in 4 types of years ? Would retail customer be happy with such returus? E Plot the region of meana variance results (mean [0,12%, variouce [0, 0.01]) Plot the efficient troutier (make sure "anti-efficient" results que plotted). not