Opportunity Set Table

Variance $-$ Covariance Matrix

$Rf=,0\mathrm{.}10\%$

Based on the Summary Statistics and Opportunity Set Table for XTL and MDY$,$ what are the

investment proportions into each one of the funds for the Minimum Risk Portfolio?

A$.0\mathrm{.}30$ and $0\mathrm{.}70$

B$.0\mathrm{.}50$ and $0\mathrm{.}50$

C$.0\mathrm{.}60$ and $0\mathrm{.}40$

D$.0\mathrm{.}80$ and $0\mathrm{.}20$

Based on the Summary Statistics and Opportunity Set Tales above, does the portfolio $70\%$ invested

into XTL and $30\%$ into MDY lie on the Efficient Frontier?

A$.$ Yes

B$.$ No

C$.$ Can not tell

D$.$ Depends on your risk aversion