QUESTION TWO The chief Finance officer (CFO) of ABC Itd is considering investing the firm's marketable securities in two different risky assets, an index of the Kenya equity markets and an index of the UK equity markets. The following information is provided Expected Return Expected Risk Kenya equity index (NSE) 14% 15% UK equity index (JSE) 18% 20% Correlation coefficient (1) 0.44 Required i. Determine the return and the risk of the portfolio assuming that the CFO initially wishes to invest 40% of her funds in the Kenya and 60% of her funds in UK equities . Determine the minimum variance portfolio