QII) We derived the weights of a minimum-variance portfolio for a portfolio with 2 assets in class together. The equation is listed below for your convenience X1- Assume that the two securities we are interested in are Intel and Coca-Cola. Below is a chart with the relevant information to solve the questions in this section. Stock Expected Return Volatility Intel 26% 50% Coca-Cola 25% A. What are the weights, return, and variance of the minimum-variance portfolio if the correlation coefficient is 1? B. If Intel has a beta of 1, Coca-Cola has a beta of 0.6, and the market-risk premia is 15%, should you buy, short, or hold the minimum variance portfolio? Assume 5% risk-free rate QII) We derived the weights of a minimum-variance portfolio for a portfolio with 2 assets in class together. The equation is listed below for your convenience X1- Assume that the two securities we are interested in are Intel and Coca-Cola. Below is a chart with the relevant information to solve the questions in this section. Stock Expected Return Volatility Intel 26% 50% Coca-Cola 25% A. What are the weights, return, and variance of the minimum-variance portfolio if the correlation coefficient is 1? B. If Intel has a beta of 1, Coca-Cola has a beta of 0.6, and the market-risk premia is 15%, should you buy, short, or hold the minimum variance portfolio? Assume 5% risk-free rate