Consider two stocks A and B, with estimated parameters 0.05, 01 = 0.3, a2 = 0.1 0.1, A (a) (2 points) Suppose the investor requires the portfolios (wi and w2) for each of the three scenarios: p = 0.5,0, and -0.5 expected return /up = 0.15, determine an (b) (1 point) Assume p 0.5, determine the global minimum-variance portfolio Consider two stocks A and B, with estimated parameters 0.05, 01 = 0.3, a2 = 0.1 0.1, A (a) (2 points) Suppose the investor requires the portfolios (wi and w2) for each of the three scenarios: p = 0.5,0, and -0.5 expected return /up = 0.15, determine an (b) (1 point) Assume p 0.5, determine the global minimum-variance portfolio