Using Solver or Goal Seek, find an envelope portfolio that would yield an expected return of 5%. What would be the corresponding portfolio standard deviation? Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023 Using Solver or Goal Seek, find an envelope portfolio that would yield an expected return of 5%. What would be the corresponding portfolio standard deviation? Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023