An investor can allocate his/her wealth across two risky assets shown in the table below: Asset Expected Return Variance of Returns Asset A 0.12 0.0256 Asset B 0.16 0.0625 The covariance of returns between A and B is 0.004. The investor wishes to construct a portfolio that is the minimum variance combination of these two assets. Calculate the expected return of this minimum variance portfolio Select one: O 0.1589 O 0.1200 O 0.1308 O None of the options are correct O 0.2687 Ting's company has existing assets that generate Earnings Per Share EPS of $8. If Ting does not invest except to maintain existing assets, EPS is expected to remain constant at $8 a year. However, starting next year, Ting has an opportunity to invest $2 per share a year in developing a new technology. Each investment done at the start of the year is expected to generate a 30% return at the end of the year. The technology requires 3 years of investment and total earnings of the company at the end of the period will remain constant thereafter. [Today is time 0 and start working at time 1] What is the PVGO (at t=0) assuming a required return of 10%? Select one: O 9.947 O A negative value O 4.340 8.320