4. You have access to two risky assets, Stock A and Stock B. Their information is summarized _ as follows 0.90 Stock A Stock B | Expected return (%) 12 Standard deviation (% 15 10 Correlation a. Use the above information to calculate the investment weightings, expected return, and risk of the minimum-variance portfolio of this 2-stock portfolio. Illustrate in a diagram. (5 marks) b. Suppose you have access to a risk-free asset with a return of 2% and your mean-preference utility function is U(E(mp),op) = E(rp) - op, what is your optimal portfolio and the corresponding utility level? What is the tangent (market) portfolio? Update the diagram for a. (10 marks) 4. You have access to two risky assets, Stock A and Stock B. Their information is summarized _ as follows 0.90 Stock A Stock B | Expected return (%) 12 Standard deviation (% 15 10 Correlation a. Use the above information to calculate the investment weightings, expected return, and risk of the minimum-variance portfolio of this 2-stock portfolio. Illustrate in a diagram. (5 marks) b. Suppose you have access to a risk-free asset with a return of 2% and your mean-preference utility function is U(E(mp),op) = E(rp) - op, what is your optimal portfolio and the corresponding utility level? What is the tangent (market) portfolio? Update the diagram for a. (10 marks)