2. Suppose you estimated the following data for funds GMO and OMG. The correlation coefficient between them is 0.35. The risk-free rate is 5%. GM OMG 18% 19% | 29% 15% a.) Mango fund invests 45% in GMO and the remaining in OMG, what are the E(R), , and Sharpe ratio of Mango? b.) Among all possible portfolios formed from GMO and OMG funds, Mingo has the lowest variance. What are the ER), , and Sharpe ratio of Mingo? c.) Fund Optigo chooses to invest in GMO and OMG with the highest possible reward-to-volatility ratio. What are the E(R),0, and Sharpe ratio of Optigo