15. Derive the risk-minimizing allocation between two assets, as well as the resulting portfolio’s mean return and standard deviation of return:

(a) If m1 ¼ 0:05, s1 ¼ 0:09, m1 ¼ 0:08, s1 ¼ 0:15, r ¼ 0:4

(b) If m1 ¼ 0:05, s1 ¼ 0:09, m1 ¼ 0:08, s1 ¼ 0:15, r ¼ 0:6

(c) If m1 ¼ 0:05, s1 ¼ 0:09, m1 ¼ 0:08, s1 ¼ 0:15, r ¼ 0:8