1.) Two securities have the following characteristics: -.10 IA) (15 points) Fill in the missing cells (A through O) in the table. For each of two correlation cases, corr.1 and corr.-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 the correlation= 0 case (for the case of the correlation =-1, I have already calculated the weights for you!). Assume that the risk free rate is.04. Hint: in some of the cases, filling in the cells requires no calculations. Note, throughout this problem, returns are in decimal form, ie. 1%-0.01 Weight in Weight inE(R) 1.0 0.75 0.50 0.0 0.06 0.25 A) 0.03905 I) 0.05385 J) K) 0.10 L) 0.005 0.07 0.25 0.75 0.075 0.065 0.0 1.0 B) 0.10 for cor-0 C) 0.06275 NA NA. 0.7143 0.2857 NA NA 0.0657 O) NA-not applicable