Mr. Abhishek is interested in investing ? 2,00,000 for which he is considering following three alternatives: (0) Invest 3 2,00,000 in Mutual Fund X (MEX) (ii) Invest * 2,00,000 in Mutual Fund Y (MFY) Invest ? 1,20,000 in Mutual Fund X (MFX) and * 80,000 in Mutual Fund Y (MFY) Average annual return earned by MFX and MFY is 15% and 14% respectively. Risk free rate of return is 10% and market rate of return is 12%. Covariance of returns of MFX, MFY and market portfolio Mix are as follow: MEX MFY Mix MEX 4.800 4.300 3.370 MFY 4.300 4.250 2.800 Mix 3.370 2.800 3.100 You are required to calculate: (0) variance of return from MFX, MFY and market return, portfolio return, beta, portfolio variance and portfolio standard deviation, (ii) expected return, systematic risk and unsystematic risk; and Sharpe ratio. Treynor ratio and Alpha of MEX. MEY and Portfolio Mix liv