6. (Wild cats) Suppose there are n assets which are uncorrelated. (They might be n different "wild cat" oil well prospects) You may invest in any one, or in any combination of them The mean rate of return F is the same for each asset, but the variances are different. The return on asset i has a variance of of for i = 1, 2, ..

(a) Show the situation on an F-o diagram Describe the efficient set

(b) Find the minimum-variance point Express your result in terms of