4. Consider the following data: Let V(t)=x1S1(t)+x2S2(t) (a) Assuming the initial weighting is 50% invested in S1 find the expected value and standard deviation of the portfolio return. (b) Assuming the initial weighting is 20% invested in S1 find the expected value and standard deviation of the portfolio return. (c) Assuming the initial weighting is 500% invested in S1 find the expected value and standard deviation of the portfolio return. (d) Assuming the initial weighting is 200% invested in S1 find the expected value and standard deviation of the portfolio return. 5. Using the same assets and scenarios as the previous question answer the following parts. (a) Sketch all feasible portfolios on the vs axes. (Check to make sure your answers from the previous question are own your curve). (b) Determine the minimum possible variance. Does this portfolio involve short selling? (c) Determine the weighting would be required to obtain an expected return of 4% ? 4. Consider the following data: Let V(t)=x1S1(t)+x2S2(t) (a) Assuming the initial weighting is 50% invested in S1 find the expected value and standard deviation of the portfolio return. (b) Assuming the initial weighting is 20% invested in S1 find the expected value and standard deviation of the portfolio return. (c) Assuming the initial weighting is 500% invested in S1 find the expected value and standard deviation of the portfolio return. (d) Assuming the initial weighting is 200% invested in S1 find the expected value and standard deviation of the portfolio return. 5. Using the same assets and scenarios as the previous question answer the following parts. (a) Sketch all feasible portfolios on the vs axes. (Check to make sure your answers from the previous question are own your curve). (b) Determine the minimum possible variance. Does this portfolio involve short selling? (c) Determine the weighting would be required to obtain an expected return of 4%