4. (30 points) Suppose two assets have variances of 12-1, 2 2-3 and covariance 1,2 1. The expected rates are-1-1, r2 2. a) Find weights, expected rate of return MVP, and volatility MVP for the minimum variance portfnlio. b) Make a sketch in the ,T plane of the portfolio curve including the asset points (0-1), (2,T2), the minimum variance point (MVP,TMVP), and the efficient frontier. Indicate which parts of the portfolio curve correspond to shorting. c) (558 only) Find the volatility for the portfolio that has expected rate of return = 4. (30 points) Suppose two assets have variances of 12-1, 2 2-3 and covariance 1,2 1. The expected rates are-1-1, r2 2. a) Find weights, expected rate of return MVP, and volatility MVP for the minimum variance portfnlio. b) Make a sketch in the ,T plane of the portfolio curve including the asset points (0-1), (2,T2), the minimum variance point (MVP,TMVP), and the efficient frontier. Indicate which parts of the portfolio curve correspond to shorting. c) (558 only) Find the volatility for the portfolio that has expected rate of return =