4. An investor would like to create a portfolio with a mixture of investment X, Y and Z. He invest r in X, y in Y, z in Z. For r -2. Find the value of x,y,z for both Parco and Ronald in their optimal complete portfolio 4a (1) Proportion in X Proportion in Y Proportion in Z Expected return of the portfolio Expected return of Expected return of Y Expected return of Volatility of X Volatility of Y Volatility of Z Corr(Y,Z) 4a (ii) X Y Z X Y Z 4a (11) X Y Z X Y Z Variance of the portfolio 4. An investor would like to create a portfolio with a mixture of investment X, Y and Z. He invest r in X, y in Y, z in Z. For r -2. Find the value of x,y,z for both Parco and Ronald in their optimal complete portfolio 4a (1) Proportion in X Proportion in Y Proportion in Z Expected return of the portfolio Expected return of Expected return of Y Expected return of Volatility of X Volatility of Y Volatility of Z Corr(Y,Z) 4a (ii) X Y Z X Y Z 4a (11) X Y Z X Y Z Variance of the portfolio