1.) Two securities have the following characteristics: .04 E(Ra).06 E(R))=.08 .10 1A) (25 points) Fill in the missing cells in the table. For each of two correlation cases, cort=-1 and cort = 0, calculate the attainable portfolios' mean and standard deviation from combining the two assets together using weights in increments of 25% from 1 to 0. Also, calculate the minimum risk portfolio's weights, mean and standard deviation for each correlation case. Assume that the risk free rate is .04. Hint: in some of the cases, filling in the cells requires no calculations. Weight in A 1,0 Weight in B 0.0 Coro E(Rp) 0.06 Con E(Rp) P 0.75 0.25 0.03905 0.005 0.50 0.50 0.07 0.05385 0.25 0.75 0.075 0.065 0.0 1.0 0.10 0.10 Minimum risk portfolio for on 0.06275 NA NA Minimum risk portfolio 0.7143 0.2857 NA NA 0.0657 NA = not applicable .04 E(R).06 E(Rb)=.08 .10 7