(1 point) The mean and volatility of the returns on two assets are as follows. Asset i Hi, Expected Return on Asset i 0, Volatility of Return on Asset i 1 1% 12% 2 10% 27% The correlation between the returns on the two assets is p = 45%. (a) If I allocate 100w% of my wealth to the first asset, then the expected return on my portfolio will be: u(w) = . W + . (1 w), which is equivalent to u(w) = .W (b) If I allocate 100w% of my wealth to the first asset, then the variance of the return on my portfolio will be: o(w) = . w2 + . (1 w)2 + W. (1 w), which is equivalent to o(w) = = W2 + W + (1 point) The mean and volatility of the returns on two assets are as follows. Asset i Hi, Expected Return on Asset i 0, Volatility of Return on Asset i 1 1% 12% 2 10% 27% The correlation between the returns on the two assets is p = 45%. (a) If I allocate 100w% of my wealth to the first asset, then the expected return on my portfolio will be: u(w) = . W + . (1 w), which is equivalent to u(w) = .W (b) If I allocate 100w% of my wealth to the first asset, then the variance of the return on my portfolio will be: o(w) = . w2 + . (1 w)2 + W. (1 w), which is equivalent to o(w) = = W2 + W +