Are the minimum variance and optimal risky portfolios of CAT and NKE similar to each other? Explain why or why not. Will this relation between the two portfolios always be the case? Why or why not?

Optimal Risky Portfolio
NKE portfolio weight	CAT	Expected Return	Variance	Risk	Sharpe Ratio
0.6676054	0.3323946	0.016267349	0.00251475	0.0501473	0.298467686
Minimum Variance Portfolio
NKE portfolio weight	CAT	Expected Return	Variance	Risk	Sharpe Ratio
0.667008194	0.332991806	0.016267334	0.00251475	0.05014728	0.29846753