Question 5. [14 marks] A discrete-time financial market has two risky securities. The variances of security 1 and security 2 are equal to o; =0.0004 and oz = 0.0121, respectively. The correlation coefficient is P12 = 0.9. Consider all attainable portfolios consisting of these two securities. (a) Find the weights of the portfolio with minimum risk among all attainable portfolios if short selling is allowed. (b) Find the weights of the portfolio with minimum risk among all attainable portfolios if short selling is not allowed