10 an investor has 100,000 to invest in shares of Trent or Severn the expected returns and standard deviations of which are as follows. The correlation coefficient between those two shares is -0.2. b a Trent Severn 10 20 5 12 Required Calculate the portfolio expected returns and standard deviations for the following allocations. a Portfolio Trent (%) Severn (%) 0 B D E 100 75 50 25 25 50 75 0 100 b Calculate the minimum standard deviation available by varying the proportion of Trent and Severn shares in the portfolio Create a diagram showing the feasible set and the efficient frontier. Select an optimal portfolio for a slightly risk-averse investor using indifference curves. ? d