Suppose that E(X) = E(Y) = 1, Var(X) = 2, Var(Y) = 3 and Cov(X, Y) = 1. (a) What are E(0.1X + 0.9) ) and Var(0.1X + 0.9Y)? (b) For what value of w is Var(wX + (1-w)Y) minimized? Suppose that X is the return on one asset and Y is the return on a second asset. Why would it be useful to minimize Var(wX + (1-w)Y)