II. Given the large-cap stock index and the government bond index data in the following table calculate the expected mean return and standard deviation of return for a portfolio invested in stock index and the bond index with varying weights. Find the weights for the minimum variance portfolio. Plot the efficient frontier. (15 points) the Assumed Returns, Standard Deviations and Correlation: Large-Cap Stock Index 12% 10% 0.4 Government Bond Index 7.5% Expected return Standard deviation Correlation 6% Portfolio Return and Standard Deviation: Large-Cap Stock Government Bond Portfolio Index (W1) Portfolio Standard Deviation Index (W2) 1.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 Return 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 MVP