Consider two risky assets and one risk-free asset (T-bill) with the following characteristics: 1. Complete the table. 2. Minimum Variance Portfolio: Compute weights allocated to the two risky assets, the expected return and standard deviation of the minimum variance portfolio. Use the attached formula sheet to compute the weights. 3. Optimal Risky Portfolio: Compute weights allocated to the two risky assets, the expected return and standard deviation of the minimum variance portfolio. Use the attached formula sheet to compute the weights. \begin{tabular}{|l|} \hline Weight in Security 1 \\ Weight in Security 2 \\ Expected Return \\ Standard Deviation \\ Reward to Variability \\ \hline \end{tabular}