YOUR BIRTH DATE: MM/DD (only months and days NOT years) Pick the highest digit in your birth date. Set m to be equal to this number. Pick the lowest digit greater than zero in your birth date. Set n to be equal to this number. If m and n are equal to each other, please set m to be n+1. Clearly state what m and n are! Stock Market Question: There are two risky assets A and B with the expected returns of m% and n% respectively. A's standard deviation is 2m% and B's is 1.8n%. The correlation between A and B is +n/(10m). Risk free rate is (n/2)%. If you can only invest on 1. the risk-free asset or 2. on the minimum variance portfolio (MVP) formed by A and B or 3. a combination of 1 and 2 What is the maximum expected return you can obtain when your risk level is given by the half of MVP risk level (measured by the standard deviation)? Your answer should be numeric, not symbolic! Show your work. YOUR BIRTH DATE: MM/DD (only months and days NOT years) Pick the highest digit in your birth date. Set m to be equal to this number. Pick the lowest digit greater than zero in your birth date. Set n to be equal to this number. If m and n are equal to each other, please set m to be n+1. Clearly state what m and n are! Stock Market Question: There are two risky assets A and B with the expected returns of m% and n% respectively. A's standard deviation is 2m% and B's is 1.8n%. The correlation between A and B is +n/(10m). Risk free rate is (n/2)%. If you can only invest on 1. the risk-free asset or 2. on the minimum variance portfolio (MVP) formed by A and B or 3. a combination of 1 and 2 What is the maximum expected return you can obtain when your risk level is given by the half of MVP risk level (measured by the standard deviation)? Your answer should be numeric, not symbolic! Show your work