Consider the following probability distribution for stock ABC and XYZ: Scenario Probability Return of ABC Return of XYZ 1 2 3 0.3 0.5 0.2 0.07 0.11 -0.16 -0.09 0.14 0.26 1. Go as far as you can to find the numerical value of the portfolio weight that achieves the minimum possible standard deviation. 2. Draw the investment opportunity set, and show the efficient frontier. 3. Suppose that the correlation between ABC and XYZ were equal to -1, but their expected returns and standard deviations stay the same. What portfolio weights should you choose in order to eliminate all the risk in your portfolio