EXERCISE 3 MNP (UNH/NO) 0,497895212. Exp. Fet of MVP EXERCISE 4 157 155 16. 16 Exerclse 5 For a moment, assume the correlation between the two stocks equals exactly +1. Draw/graph the investment opportunity set. Exercise 6 For a moment, assume the correlation between your two chosen stocks equals exactly 1. Hold all else constant regarding each asset's retum and standard deviation. In this scenario, which specific combination delivers the least amount of risk? What is the expected retum and standard deviation for this specific portfolio combination? Draw/graph the investment opportunity set and mark the minimum variance portfolio. You can overiap the graphs for Exercises 5 and 6 . Exercise 7 Add a third stock to your analysis. Calculate your portfolio expected return and standard deviation for an equal weighted portfolio of these 3 stocks. Show your work. You do not need to provide a graph. EXERCISE 3 MNP (UNH/NO) 0,497895212. Exp. Fet of MVP EXERCISE 4 157 155 16. 16 Exerclse 5 For a moment, assume the correlation between the two stocks equals exactly +1. Draw/graph the investment opportunity set. Exercise 6 For a moment, assume the correlation between your two chosen stocks equals exactly 1. Hold all else constant regarding each asset's retum and standard deviation. In this scenario, which specific combination delivers the least amount of risk? What is the expected retum and standard deviation for this specific portfolio combination? Draw/graph the investment opportunity set and mark the minimum variance portfolio. You can overiap the graphs for Exercises 5 and 6 . Exercise 7 Add a third stock to your analysis. Calculate your portfolio expected return and standard deviation for an equal weighted portfolio of these 3 stocks. Show your work. You do not need to provide a graph