a. What are the diagonal entries of a variance-covariance matrix? If you have two assets with correlation of 0.65 and variances of 0.03 and 0.04, what would be the entries in the variance-covariance matrix (write in terms of (1,1), (1,2), (2,1), (2,2) where the first value refers to row number and the second value refers to column number)? Show how you found those values.

b. What is the difference between minimum variance frontier and efficient frontier?