2. An investor considers to include a new asset A into his portfolio M. The historical returns are: Year Portfolio M Asset A 2005 54% 50% 2006 24% 10% 2007 -6% -10% 2008 24% 60% 2009 -6% -20% 2010 54% 80% a) Assuming 0^>, prove that the inclusion of A into your portfolio will decrease the risk if PAM OA b) Check the validity of in the condition a) using real data in this question. 2. An investor considers to include a new asset A into his portfolio M. The historical returns are: Year Portfolio M Asset A 2005 54% 50% 2006 24% 10% 2007 -6% -10% 2008 24% 60% 2009 -6% -20% 2010 54% 80% a) Assuming 0^>, prove that the inclusion of A into your portfolio will decrease the risk if PAM OA b) Check the validity of in the condition a) using real data in this