QUESTION $1$

Q$1\mathrm{.}1$

The variance of asset $1,$ the variance of asset $2,$ and the covariance of asset $1$&$2$ are none of those.

$0\mathrm{.}00224,0\mathrm{.}00074$;$-0\mathrm{.}00041.$

$0\mathrm{.}00201$;$0\mathrm{.}00067,-0\mathrm{.}00037$

QUESTION $2$

Q$12$

Which of the following combinations yields the highest expected return, and which combination yields the lowest standard deviation?

portfolio with the highest expected return asset $1=100\%$ and asset $2=0\%,$

portfolio with the lowest standard deviation asset $1=50\%$ and asset $2=50\%$;

portfolio with the highest expected return: asset $1=100\%$ and asset $2=0\%$;

portfolio with the lowest standard deviation asset $1=30\%$ and asset $2=70\%,$

portfolio with the highest expected return: asset $1=0\%$ and asset $2=100\%$;

portfolio with the lowest standard deviation: asset $1=100\%$ and asset

$2=0\%,$