There are two risky assets. The first has expected return F = 0.1 and return volatility = 0.3, while the second has expected return F = 0.2 and return volatility 0.5. The correlation of returns is P12 = 0.2. Lastly, you can also invest in the risk-free asset which has return rf = 0.05. (a) Identify the market (i.e. maximum excess Sharpe ratio) portfolio. (b) Identify the portfolio which gives the minimum variance for a target expected return of = 0.2.