As a portfolio manager, your objective is to minimize risk min wo 1 [w_o + wc] while maintaining a particular level of expected returns : W101 + W202 = do Here wi and w2 are portfolio weights on two assets with returns Q j and a2, respectively. The expected returns of this portfolio is o. The parameters o? and oz are the variances of asset 1 and asset 2, respectively. You are provided the following values: 07 = o = 36 a = 8 . . A2 = 2 ao = 6 Your portfolio should only be comprised of these two assets, that is, the portfolio weights should sum to one. Find the excess risk in your portfolio for a 1 unit increase in portfolio expected returns. Note: The concept of Lagrange multipliers and the necessary conditions work in the same manner for minimization as it does for maximization. As a portfolio manager, your objective is to minimize risk min wo 1 [w_o + wc] while maintaining a particular level of expected returns : W101 + W202 = do Here wi and w2 are portfolio weights on two assets with returns Q j and a2, respectively. The expected returns of this portfolio is o. The parameters o? and oz are the variances of asset 1 and asset 2, respectively. You are provided the following values: 07 = o = 36 a = 8 . . A2 = 2 ao = 6 Your portfolio should only be comprised of these two assets, that is, the portfolio weights should sum to one. Find the excess risk in your portfolio for a 1 unit increase in portfolio expected returns. Note: The concept of Lagrange multipliers and the necessary conditions work in the same manner for minimization as it does for maximization