Drew can design a risky portfolio based on two risky assets, Origami and Gamiori. Origami has an expected return of 13% and a standard deviation of 20%. Gamiori has an expected return of 6% and a standard deviation of 10%. The correlation coefficient between the returns of Origami and Gamiori is 0.30. The risk-free rate of return is 2%.

What is the expected return of the optimal risky portfolio? right answer: 9.34%

What is the standard deviation of the optimal risky portfolio? right answer: 12.19%

What is the portfolio weight of Origami in the optimal risky portfolio? right answer: 47.78%

What is the Sharpe ratio of the optimal risky portfolio? right answer: 60.26%

What is the portfolio weight of Gamiori in the minimum variance portfolio? right answer: 89.47%

What is the expected return of the minimum variance portfolio? right answer: 6.74%

Among all possible portfolios constructed from Origami and Gamiori, what is the lowest standard deviation? right answer: 9.79%

If Drew invests 20% money in Gamiori and the remaining in Origami, what is the standard deviation of his portfolio? right answer: 16.71%

If Drew invests 20% money in Gamiori and the remaining in Origami, what is the standard deviation of his portfolio? right answer: 57.45%

Note: all answers are correct, need help with equations.

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