5. (30 pts) Suppose you can invest in asset 1 with 1 = 0.1, 1 = 0.3 and asset 2 with H2 = 0.2, 12 = 0.5, with correlation p = 0.2. You can also invest in the risk free assct with return R=0.05. (a) (15 pts) Find the portfolio with minimal variance for the given mean return jix = 0.2. (b) (15 pts) Find the portfolio with maximal expected return for the given standard devi- ation on = 0.4. (Hint: refer to the example in Clip Week9-4) 5. (30 pts) Suppose you can invest in asset 1 with 1 = 0.1, 1 = 0.3 and asset 2 with H2 = 0.2, 12 = 0.5, with correlation p = 0.2. You can also invest in the risk free assct with return R=0.05. (a) (15 pts) Find the portfolio with minimal variance for the given mean return jix = 0.2. (b) (15 pts) Find the portfolio with maximal expected return for the given standard devi- ation on = 0.4. (Hint: refer to the example in Clip Week9-4)