Consider an investor who plans to choose a portfolio of four stocks. From market data, the expected returns of these stocks are estimated as fi = -0.2, M2 = 0.1, M3 = 0.2, My = 0.3. The estimated values of the corresponding standard deviations of the returns are 01 0.2, 02 0.1, 03 = 0.2, 04 0.3. Based on statistical evidence, it is assumed that the only correlated pairs of stocks are {1,3}, {1,4} and {2,4} with respective correlation coefficients P13 = 0.3, P14 = 0.1, P24 = -0.1 for the returns. (4) What are the weights of the portfolio admitting the minimum variance among all portfolios with expected return u = 2? (4) What are the weights of the portfolio admitting the minimum variance among all portfolios with expected return u = -3? Consider an investor who plans to choose a portfolio of four stocks. From market data, the expected returns of these stocks are estimated as fi = -0.2, M2 = 0.1, M3 = 0.2, My = 0.3. The estimated values of the corresponding standard deviations of the returns are 01 0.2, 02 0.1, 03 = 0.2, 04 0.3. Based on statistical evidence, it is assumed that the only correlated pairs of stocks are {1,3}, {1,4} and {2,4} with respective correlation coefficients P13 = 0.3, P14 = 0.1, P24 = -0.1 for the returns. (4) What are the weights of the portfolio admitting the minimum variance among all portfolios with expected return u = 2? (4) What are the weights of the portfolio admitting the minimum variance among all portfolios with expected return u = -3