A portfolio is to be chosen from two risky assets and a riskless asset (a bond). Over a certain period, the bond has a return of rf = 0.05; the first risky asset has an expected return of i = 0.1 and a variance o = 0.2; the second risky asset has an expected return of r2 = 0.2 and a variance o = 0.5; the covariance of the risky assets is 012 = 0.1. (i) Find the equation of the efficient frontier. (ii) Find the weights in the tangency portfolio. (iii) If an investor wishes to obtain an expected return of r = 0.135 at minimum risk, in what way should they allocate 1 among the three assets? A portfolio is to be chosen from two risky assets and a riskless asset (a bond). Over a certain period, the bond has a return of rf = 0.05; the first risky asset has an expected return of i = 0.1 and a variance o = 0.2; the second risky asset has an expected return of r2 = 0.2 and a variance o = 0.5; the covariance of the risky assets is 012 = 0.1. (i) Find the equation of the efficient frontier. (ii) Find the weights in the tangency portfolio. (iii) If an investor wishes to obtain an expected return of r = 0.135 at minimum risk, in what way should they allocate 1 among the three assets