Question 1. Suppose you are given the following information about assets currently traded in the market. And their pair-wise correlation matrix: a) Find the expected return and standard deviation of a tangency portfolio, which consists of the above-mentioned assets b) Derive the equation of CML c) Construct an optimal portfolio made of a risk-free asset and a tangency portfolio given the following utility function: Ui=0.5E(Ri)0,025K(i)2,where