Consider a market with a risk-free asset with rate of return rf=1%, and two risky assets described by the following expected rate of return vector and variance-covariance matrix e=(0.050.02),V=[0.99390.32460.32460.1512] Determine the weights of a frontier portfolio and the equation of the frontier in the mean-variance plane. Consider an investor who wants to construct a portfolio with a risk, measured in terms of standard deviation, equal to =0.3. Determine the fraction of his initial wealth to be invested in each of the asset in the market to obtain the desired level of risk