5. (24 pts) Consider the portfolios constructed from the two risky securities with expected returns, standard deviations of returns, and correlation between returns given in the following table. H = 0.10 0; = 0.28 P12 = -0.10 He=0.15 y = 0.24 Find the equation of the minimum variance line w = a +b. 5. (24 pts) Consider the portfolios constructed from the two risky securities with expected returns, standard deviations of returns, and correlation between returns given in the following table. H = 0.10 0; = 0.28 P12 = -0.10 He=0.15 y = 0.24 Find the equation of the minimum variance line w = a +b