On a market with N2 risky assets and no risk-free asset, the minimumvariance frontier is given by (RP)=0.2RP20.01RP+0.0006. a) Is the minimum-variance portfolio with expected return RP=0.06 on the efficient frontier? Motivate your answer. (3p) Now assume that there exists a risk-free asset with RF=0.02. b) The market portfolio has expected return RM=0.10. Determine the capital market line in this case. (2p) c) An asset has beta value =2 and specific risk ()=0. Determine the mean and standard deviation of this asset. (3p) d) Is the asset in c) on the efficient frontier? Motivate your answer. (2 p) On a market with N2 risky assets and no risk-free asset, the minimumvariance frontier is given by (RP)=0.2RP20.01RP+0.0006. a) Is the minimum-variance portfolio with expected return RP=0.06 on the efficient frontier? Motivate your answer. (3p) Now assume that there exists a risk-free asset with RF=0.02. b) The market portfolio has expected return RM=0.10. Determine the capital market line in this case. (2p) c) An asset has beta value =2 and specific risk ()=0. Determine the mean and standard deviation of this asset. (3p) d) Is the asset in c) on the efficient frontier? Motivate your answer. (2 p)