Excel Question: Consider portfolios with positions in the US and Indian equity markets. The (annual) expected return and standard deviation of returns for the 2 markets are as follows: The correlation between the returns is 0.2 . a. Calculate the expected returns and standard deviations of the following portfolios: i. 80% in the US, 20% in India ii. 75% in the US, 25% in India iii. 50% in the US, 50% in India iv. 20% in the US, 80% in India v. 100% in the US vi. 100% in India vii. 110% in the US, 10% in India viii. 10% in the US, 110% in India b. Draw the investment opportunity set. Highlight the efficient frontier and minimum variance portfolio (no need to calculate it, just show on the graph.) c. Find the weights for a portfolio with an expected return of 25% ? What is the standard deviation of this portfolio