15. (i) Consider there are two assets with expected values 1 r = 0.22, 2 r = 0.55 and the variance are 1 = 0.80, 2 = 0.88 and 12 = 0.55 respectively. A portfolio with weights w1 = 0.25 and w2 = 0.65 is formed. Calculate the mean and variance of the portfolio? (ii) Consider an oil drilling venture. The price of a share of this venture is $1750. After one year, it is expected to yield the equivalent of $2000. The standard deviation of the return is = 45%. Currently, the risk free rate is 15%. The expected rate of return on the market portfolio is 23% and the standard deviation of this rate is17%