4. Consider an economy with N risky assets. You have information about expected returns and standard deviations on the following assets: Asset A Expected Return Standard Deviation 10% 6% B 12% 20% 20% 30% You also know that the correlation between A and B is -1, and that C is efficient. a) Let F be an asset formed with A and B that achieves the global minimum variance. Compute the expected return and standard deviation of F. b) Draw the efficient frontier and clearly indicate the position of A, B, C and F. c) An investor wants to achieve an expected return of 14% with the lowest possible risk. Explain clearly how he would achieve this. What is the standard deviation of this asset