2.0 Suppose there are n risky assets. Assume * they are uncorrelated (i.e. cij Cov(Ki, Kj) -0 when i f j); each has the same mean return m. (i.e. mi - . ..m m),and * the variances of their returns may be different (let the variance o 2 Answer the follow: Sketch the situation in the (ov ) plane. Find the minimum variance point, and the associated weights. Express your answer in terms of the harmonic mean 2 of the variances, defined by 2.0 Suppose there are n risky assets. Assume * they are uncorrelated (i.e. cij Cov(Ki, Kj) -0 when i f j); each has the same mean return m. (i.e. mi - . ..m m),and * the variances of their returns may be different (let the variance o 2 Answer the follow: Sketch the situation in the (ov ) plane. Find the minimum variance point, and the associated weights. Express your answer in terms of the harmonic mean 2 of the variances, defined by