Using the information given in Q3, create a portoflio using Stock B and Stock C. (ie. use the information in 23 given about expected return, variance, and covariance of Stock B and C.) Find the following two portfolios for the two-asset portfolio consisting of Stock Band C: Minimum variance portfolio Optimal Portfolio, if the risk-free rate of return is 3% B C D B. 0.044 0.0325 0.05 0.044 0.04 1 2 A BB 7 c 5 5 -0.05 0.08 0.0325 -0.05 A B - Weight B 30% 10% 25% 8% 45% 15% 3 Expected return 16.53% 0 standard deviation 1 2 risk asset 3 risk free asset 4 expect return on risk asset 5 risk free int rate 6 expected return for investment 7 standard deviation 25% 75% 11.75% 2.50% 4.81% 4.13%