Part 2 Show all your work! 1.) Two securities have the following characteristics: E(Ra)=.06E(Rb)=.08a=.04b=.10 1A) (15 points) Fill in the missing cells (A through O ) in the table. For each of two correlation cases, corr. =1 and corr. =0, calculate the attainable portfolios' mean and standard deviation from combining the two assets together using weights in increments of 25% from 1 to 0 . Also, calculate the minimum risk portfolio's weights, mean and standard deviation for the correlation =0 case (for the case of the correlation =1, I have already calculated the weights for you!). Assume that the risk free rate is .04. Hint: in some of the cases, filling in the cells requires no calculations. Note, throughout this problem, returns are in decimal form, i.e., 1%=0.01. Part 2 Show all your work! 1.) Two securities have the following characteristics: E(Ra)=.06E(Rb)=.08a=.04b=.10 1A) (15 points) Fill in the missing cells (A through O ) in the table. For each of two correlation cases, corr. =1 and corr. =0, calculate the attainable portfolios' mean and standard deviation from combining the two assets together using weights in increments of 25% from 1 to 0 . Also, calculate the minimum risk portfolio's weights, mean and standard deviation for the correlation =0 case (for the case of the correlation =1, I have already calculated the weights for you!). Assume that the risk free rate is .04. Hint: in some of the cases, filling in the cells requires no calculations. Note, throughout this problem, returns are in decimal form, i.e., 1%=0.01