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The data below corresponds to the historical performance of the Canadian bond market (mu_1, sigma_1) and Canadian stock market (mu_2, sigma_2) Let mu(w) and sigma^2(w) denote the mean and variance of my portfolio, assuming I invest 100w% of my wealth in the bond market [I am not allowed to take short positions]. (a) Sketch mu(w) and sigma^2(w) (b) Determine the volatility of the portfolio whose expected return is 6%. (c) Plot the points (sigma (w), mu(w)) for w = 0, w = w^and w = 1, where w^is the variance-minimizing allocation to the bond market. (d) Use your points from (c) to construct a rough sketch of the set of feasible risk-return pairs (i.e. the parametric curve {(sigma (w), mu(w)): 0 lessthanorequalto w lessthanorequalto 1)}