13.2. Suppose that you invest $10,000 into two different assets: X1 and X2. You use the following information to construct such when constructins portfolios of X1 and X2:E[R1]= 0.07,E[R2]=0.17,Var(R1)=0.09,Var(R2)=0.25, and Cov(R1,R2)=0.15. (a) You would like a portfolio that has a return with minimum variance. Determine the amount invested in asset X1 in such a portfolio. (b) Suppose that X1(0)=25 and X2(0)=40. Determine (at least) two portfolios with Var(Rp)=0.0784. Describe them in terms of quantities invested in each asset. 13.2. Suppose that you invest $10,000 into two different assets: X1 and X2. You use the following information to construct such when constructins portfolios of X1 and X2:E[R1]= 0.07,E[R2]=0.17,Var(R1)=0.09,Var(R2)=0.25, and Cov(R1,R2)=0.15. (a) You would like a portfolio that has a return with minimum variance. Determine the amount invested in asset X1 in such a portfolio. (b) Suppose that X1(0)=25 and X2(0)=40. Determine (at least) two portfolios with Var(Rp)=0.0784. Describe them in terms of quantities invested in each asset