considering investing in two securities, X and Y. The following data are available for the two securities: Security X Security Y Expected return Standard deviation of returns 0.10 0.08 0.07 0.04 d. Take a look at the minimum risk portfolio equation (3-3) on page 96 in BD3. that will produce the minimum variance portfolio. Substitute X for A in the minimum risk portfolio equation, and Y for B. Take your answer out to four g a correlation coefficient of -1.0, calculate the investment weight for X decimal places. Remember that the investment weights for X and Y must sum e. Using the investment weights and correlation coefficient in (a), calculate i) the expected rate of return of the portfolio and ii) the portfolio standard deviation. f. If you invest according to the proportions in (d) above, what happens to the standard deviation of returns if: i. The correlation of returns between Security X and Y is +1.0 ii. The correlation of returns between Security X and Y is-0.5