Problem: Consider an economy with N risky assets. You have information about expected returns and standard deviations on the table above. You also know that the correlation between A and B is -1 , and that C is efficient. Questions: a) Let F be an asset formed with A and B that achieves the global minimum variance. Compute the expected return and standard deviation of F. b) Draw the efficient frontier and clearly indicate the position of A,B,C and F. c) An investor wants to achieve an expected return of 14% with the lowest possible risk. Explain clearly how he would achieve this. What is the standard deviation of this asset