Assume analysts provide the following types of information. Mean Standard Return Deviation 10 4 12 10 18 14 Covariance matrix A B 20 Security A B 40 70 The lending and borrowing rate is 5 %. a.) Assume short selling is allowed. What is the optimum portfolio? b.) Assume now short selling is not allowed. How would you solve for the optimum portfolio? Set up the formulation necessary to solve the portfolio