_m Answer the following questions: {a} Which securitv should an investor choose if she wants to {l} maximize expected retums, {it} minimize rislc {assume the investor cannot form a portfolio}? to} Suppose the correlation coefficient of the retums on the two securities is +1 .D, what is the optimal combination of securities 1 and 2 that should he held by the investor whose objective is to minimize risk: {assume short sales are not allowed]? to} Suppose the correlation coefficient of returns is -1.0, what fraction of the investor's net worth should he held in security 1 and in securilv 2 In order to produce a zero risk portfolio {assume no short selling)? to} What is the expected return on the portfolio in {c}? Should the investor choose to invest in risltless LLS. Treasury bills yielding mas