Only securities A.B.C with the following characteristics exist in the market.

1.Securities A: E (R) = 10% / Standard deviation = 12.0% 2.Securities B: E (R) = 6% / Standard deviation = 6.0% 3.Securities C: E (R) = 4% / Standard deviation = 0.0%

Suppose that the correlation coefficient between the returns of Securities A and B is 0.5.

(a) When constructing a portfolio with securities A and B, change the composition ratio to (1.0, 0), (0.7, 0.3), (0.5, 0.5), (0.3, 0.7), (0.1, 0) and expect How do returns and standard deviations change?

(b) Use only Securities A and B. We want to achieve an expected return of 8%. What is the minimum risk faced at this time?

(c) When constructing a portfolio with securities A, B, and C, what is the composition ratio of a portfolio with an expected return of 8% and a minimum risk? At this time, what is the composition ratio between risky assets A and B?

(d) What is the compositional ratio of the portfolio with the expected return of 6% and the minimum risk when constructing the portfolio with securities A, B, and C? At this time, does the composition ratio between risky assets A and B differ from that in (c)?