Minimum Variance Portfolio - Let R1 ~ (ui = 4%,01 = 10%), R2 ~ (u2 = 6%,02 = 6%), P(R1, R2) = 25%, where R1, R2 are the returns of 2 assets. (a) Graph the feasible set (op, Mp) of all portfolios formed from the 2 assets. (b) Calculate the weights (w1, W2) of the Minimum Variance Portfolio (MVP) formed from the 2 assets. (c) What is the expected value and standard deviation of the MVP? (d) Asset 1 is dominated by Asset 2 and their returns are positively correlated. Does the efficient frontier include a portfolio with long both assets, w1 > 0,w2 > 0? If so, provide an example. (e) Graph MVP's was a function of correlation for -100%