Select F Paragraph Styles Editing Average monthly return Security A 3.8591% B 5.1007% 2.9211% Security Standard deviation 5.1019% B 10.7265% 3.9305% a) b) Find the composition, standard deviation, and expected return of the portfolio that has minimum risk. Construct the minimum variance portfolio frontier. (You will need at least 12-15 points on the portfolio frontier to draw a good scatter plot. You are aiming for a similar 'Markowitz bullet' shape. c) Assuming that investors prefer more to less and are risk avoiders, indicate those sections of the diagram in part H. d) Find the composition and standard deviation for the efficient portfolio that has the same expected return as Security A. Select F Paragraph Styles Editing Average monthly return Security A 3.8591% B 5.1007% 2.9211% Security Standard deviation 5.1019% B 10.7265% 3.9305% a) b) Find the composition, standard deviation, and expected return of the portfolio that has minimum risk. Construct the minimum variance portfolio frontier. (You will need at least 12-15 points on the portfolio frontier to draw a good scatter plot. You are aiming for a similar 'Markowitz bullet' shape. c) Assuming that investors prefer more to less and are risk avoiders, indicate those sections of the diagram in part H. d) Find the composition and standard deviation for the efficient portfolio that has the same expected return as Security A