As a portfolio manager, your objective is to minimize risk: min1 112+22 2[ ] while maintaining a particular level of expected return: 11 + 22 = 0 where 0 1 for = 1, 2 You do this by optimally choosing the portfolio weights on the two assets, 1 and 2. This is a two asset portfolio (i.e., the portfolio weights sum to one) where the returns of the two assets are denoted by 1 and 2, respectively. The expected returns of this portfolio is 0. The parameters 12 and 2 are the variances of asset 1 and asset 2, respectively. Using the Lagrange Multiplier method, find the excess risk in your portfolio for a 1 % increase in portfolio expected return if the parameters take the following values: 12 =36 and 2 =4. 1 = 8% 2 = 2% 0 = 6%