d. e. f. Calculate the weights on the minimum variance portfolio consisting of the two stocks, denoted as stock 1 and stock 2, using the following formulae. Show your working clearly. W= 02-P120102 0+02-2P120102 W=1-W. Calculate the expected return and standard deviation of this minimum variance portfolio (MVP). Show clearly the minimum variance portfolio on the same graph with ORP in (c) above. Identify the MVP, ORP and efficient frontier consisting of the portfolios made up of these two assets. Label them clearly on the graph. Discuss in details on diversification with reference to the efficient frontier and comparing the expected return and standard deviation of the optimal risky portfolio to the minimum-variance portfolio in your answer. E(R1) SD1 Corration w1 0.0972635 0.24869 0.4394384 w2 Sdp E(R2) SD2 rf E(Rp) 330% -230.00% 0.79896638 0.3590582 325% -224.68% 0.78429862 0.3530059 320% -220.00% 0.77140126 0.3476758 315% -215.00% 0.75765258 0.3419846 310% -210.00% 0.74392815 0.3362934 305% -205.00% 0.73022934 0.3306022 0.324911 300% -200.00% 0.71655763 295% -195.00% 0.70291458 0.3192198 190.00% 068920192 02125287 390% -0.01656 0.290734 2.9120% (last update 28 Jun 2022 17:15 GMT+0)