2 Determine the risk-minimising portfolios for the following two asset portfolios (i) ERA =8%; ERB = 10%;

2 Determine the risk-minimising portfolios for the following two asset portfolios

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(i) ERA =8%; ERB = 10%; A =3%; (ii) ERA = 20%; ERB = 12%; = 12%; B = 7%; TAB = +1 B = 6%; TAB = +12 (iii) ERA = 11%; ERB = 5%; A = 15%; B = 1%; TAB = -1/2 (iv) ERA-11%; ERB=5%; A = 15%; B = 1%; TAB = 0