= a. Find the maximum and minimum of the function f(C1, C2, X3) = 4x2 2x3 subject to the constraints 2x1 22 2z = 0 and x + x = 13. b. Assume that you can trade for four assets (and that it is also possible to short the assets). The expected values, standard deviations, and correlations of the rates of return of the assets are: = = Hi = 0.08 ; 01 = 0.25 ; H2 = 0.12 ; 02 = 0.25 ; Hz = 0.16 ; 03 = 0.30; HA=0.05 ; 04 = 0.20 ; P1,2 = -0.25 P2,3 = -0.25 P1,3 = 0.25 Pi,4 = 0 Vi=1:3 N i. Find the asset allocation for a minimal variance portfolio with 12% expected rate of return. ii. Find the asset allocation for a maximum expected return portfolio with stan- dard deviation of the rate of return equal to 24%. = a. Find the maximum and minimum of the function f(C1, C2, X3) = 4x2 2x3 subject to the constraints 2x1 22 2z = 0 and x + x = 13. b. Assume that you can trade for four assets (and that it is also possible to short the assets). The expected values, standard deviations, and correlations of the rates of return of the assets are: = = Hi = 0.08 ; 01 = 0.25 ; H2 = 0.12 ; 02 = 0.25 ; Hz = 0.16 ; 03 = 0.30; HA=0.05 ; 04 = 0.20 ; P1,2 = -0.25 P2,3 = -0.25 P1,3 = 0.25 Pi,4 = 0 Vi=1:3 N i. Find the asset allocation for a minimal variance portfolio with 12% expected rate of return. ii. Find the asset allocation for a maximum expected return portfolio with stan- dard deviation of the rate of return equal to 24%