2. (5 points) Two nancial assets with gross return (R1, R2) are jointly normally dis tributed. E(R1) = 1.06 and E(R2) = 1.12. Var(R1) = 0.03, Var(R2) = 0.04, and Cov(R1, R2) = 0.03. Draw the meanvariance frontier formed by the two assets. Notice that the mean of portfolio formed by these two assets falls in the interval of [1.06, 1.12]