QUESTION $2$

As we vary the weights of two risky assets, a series of risk return combination is

generated. By using the information above:

$($a$)$ Calculate the series of expected return of the portfolio when the weights of each

asset are varied from $1\%$ to $99\%.$

$($b$)$ Calculate the series of variance of the portfolio when the weights of each asset are

varied from $1\%$ to $99\%.$

$($c$)$ By using an appropriate chart, plot and label well the Minimum Variance Opportunity Set for this series of data obtained.