1. The one month risk free rate is 0.40 percent. Risky asset 1 has a mean return per month of 1.50 percent and a standard deviation of 10 percent. Risky asset 2 has a mean return per month of 0.80 percent and a standard deviation of 5 percent. The correlation between Risky Assets 1 and 2 is 40% a. Using Excel graph the risky opportunity set b. What is the weight in Asset I for the minimum variance portfolio? c. What is the weight in Asset 1 for the optimal risky portfolio? d. Draw (by hand) the capital allocation line associated with this optimal risky portfolio