The correlation coefficient between two assets 1 and 2 is +0.30, and other data are given in the following table: Asset E(r) o 1 10% 15% 2 25% 20% (Show your answers in decimal form. Keep 4 decimal places to all your answers except for (4), e.g. xx.1234) 1. If one invests 40% of his fund in asset 1 and 60% in asset 2, what are the portfolio's expected rate of return and standard deviation? Expected rate of return: Standard deviation: 2. Find the proportion o. of asset 1 and (1 - 0) of asset 2 that define a portfolio having minimum standard deviation. Asset 1: Asset 2: 3. What is the expected rate of return and the standard deviation of the minimum variance portfolio found in (2)? Expected rate of return: Standard deviation: 4. Compare the two portfolios in parts (1) and (3). Is one preferred over the other? Explain! ("0" for no preference, "1" for preference of the one in (1), "2" for the one in (3).)