Consider two securities$.$ Their betas are $1\mathrm{.}4$ and $0\mathrm{.}9,$ while their volatilities are $25\%$ and $30\%,$ respectively. It is also known that the risk$-$free rate is $3\%,$ that the expected market return is $7\%,$ and that the market variance is $400\%^2,$ i$.$e$.,0\mathrm{.}04$ if you prefer the numbers in decimal format. Compute the Sharpe ratio both of the minimum variance portfolio, and of such a portfolio that has an expected return of $8\%.$