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2" (20 points) Security X has expected return of 10% and standard deviation of 30%. Security Y has expected return of 20% and standard deviation of 40%. The two securities have return correlation of 0.20. Assume the risk fee rate is 2%. Assume that X, Y, and Rf are the only securities in the market. Find the expected return and standard deviation of Portfolio P consisting of 60% Security X and 40% Security Y. a. b. Add the following to the diagram below: i. Label the axes to reflect the mean-variance framework. ii. Plot and label X, Y, P, and Rf ii Draw and label the efficient frontier of risky assets. iv. Identify the mininmm variance portfolio of risky assets. v. Identify the tangency portfolio and draw the Capital Market Line. Note: X I and P might not be the tangency or minimum variance portfolio