Question: solve step by step showing computations 2. Consider the following two investments: a=0.02500.025313131b=0.030.0150.02313131 (a) Compare these two assets using the Mean Variance criterion. (b) Write

solve step by step showing computations 2. Consider the following two

solve step by step showing computations

2. Consider the following two investments: a=0.02500.025313131b=0.030.0150.02313131 (a) Compare these two assets using the Mean Variance criterion. (b) Write the variance-covariance matrix, its inverse, and the expected vector return under the assumption of the correlation (a,b)=0.15. (c) Write the equation for the frontier portfolio optimal weights. (d) Find the optimal weights when the expected portfolio return p=0.015. (e) Find the portfolio with the global minimum variance

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