1 You are given the following annual data on four investments, i in(1,2,3,4) in a market M : r_(f)=0.02 mu_(M)=0.085 sigma_(M)=0.105 beta={0.9,1.2,0.6,2.1} sigma_(e)={0.05,0.07,0.04,0.09} Under the assumption that the CAPM applies: (1) Compute the mean vector of the asset returns. (2) Compute the correlation and covariance matrices of the asset returns.(3) Compute the mean-variance efficient portfolio such that 1^(T)x=1. Assume there are no further constraints, specifically, that short positions are permitted . (4) Compute the mean and standard deviation of that portfolio. (5) The investor wishes to keep 10% of its assets in cash and place the remainder in the optimal portfolio. Assuming returns are Normally distributed what are the mean and standard deviation of return for this combined( 0.10*cash +0.90*risk ) portfolio? Plz solve on Mathematica