1. Suppose you have a plan to invest in a risk-free asset and a portfolio of risky assets. The riskfree rate is 0.075. First, you want to select one portfolio from 5 different portfolios of risky assets, each portfolio of risky assets contains mortgage-backed securities (MBS) and equities. Following table shows each portfolio's correlation between returns of MBS and equities. Returns characteristics of MBS and equities are as follows - b) With the goal of maximizing Sharpe ratio, complete the following table