Given two assets X and Y are perfectly correlated such that Y = 0.5 +0.5X and the probability distribution for X is Probability X(%) X 0.1 50 0.2 30 0.4 20 0.2 -10 0.1 -30 What percentage of your wealth would you put into asset X to achieve zero variance of the portfolio return? Graph the opportunity set and the zero variance point in expected return standard deviation of return space. Show all of your work. Given two assets X and Y are perfectly correlated such that Y = 0.5 +0.5X and the probability distribution for X is Probability X(%) X 0.1 50 0.2 30 0.4 20 0.2 -10 0.1 -30 What percentage of your wealth would you put into asset X to achieve zero variance of the portfolio return? Graph the opportunity set and the zero variance point in expected return standard deviation of return space. Show all of your work