-/Let R1 and R2 // be the returns of two securities with E(R):9% and E(R-5%, Var(Rx)s 28%, Var(Ry)-50.8%, and Cov(RwR,)--1.2. Assume there existsonly X and Y as investment vehicles. i. Find the M-V combinations of the portfolio that has the minimum variance. ii. Calculate the covariance between the minimum variance portfolio and portfolio that has 75% in Xand 25% in Y (8+8 Marks) -/Let R1 and R2 // be the returns of two securities with E(R):9% and E(R-5%, Var(Rx)s 28%, Var(Ry)-50.8%, and Cov(RwR,)--1.2. Assume there existsonly X and Y as investment vehicles. i. Find the M-V combinations of the portfolio that has the minimum variance. ii. Calculate the covariance between the minimum variance portfolio and portfolio that has 75% in Xand 25% in Y (8+8 Marks)