Consider a portfolio consisting of the following two risky assets that have a correlation coefficient of p = 40%. Asset i Mi, Return on Asset i 15% o, Risk in Asset i 16% 2 19% 12% (a) If the weight allocations for Assets 1 and 2 are -70% and 170%, respectively, find the expected return and associated risk (as measured by the standard deviation) in the portfolio. My = y = % to 2 decimal places % to 2 decimal places (b) Suppose that the expected rate of return on the portfolio was 29%. Find: The weight allocation for: Asset 1, W = % to 2 decimal places Asset 2, W2 = % to 2 decimal places (c) Suppose that the portfolio was constructed so that its risk (as measured by the standard deviation) was minimized. Find: (i) The weight allocation for: Asset 1, W1 = % to 2 decimal places % to 2 decimal places Asset 2, W2 = (ii) The expected rate of return on the portfolio. My = % to 2 decimal places (d) The risk of the minimum variance portfolio constructed in part (c) is 11.21%. If I allocate 65% of my capital in the minimum variance portfolio from (c) and 35% in the risk-free asset with the risk-free rate r=2.5%, what are the expected return and the risk of my portfolio? Return= % to 2 decimal places Risk = % to 2 decimal places