Returns of Stocks X and Y X Y Average Return 19.00% 13.00% Variance 0.09 0.04 Standard Deviation 30% 20% Covarience 0.01 Risk-free return 3.00% 1) What is the return and standard deviation of the minimum variance portfolio for X and Y? Ret = StDev = 2) What are the weights of the minimum variance portfolio? Wx = Wy = 3) What is the return and standard deviation of a portfolio composed of 30% in the minimum variance portfolio and 70% in the risk free asset? Ret = Stvev = 4) What are the weights of a portfolio composed of the minimum variance portfolio and the risk-free asset that has a return of 9%?? WMinVar = WRiskFree = 5b) What are the weights of a portfolio composed of the minimum variance portfolio and the risk-free asset that has a standard deviation of 5% WMinVar = WRiskFree = 6a) What is the Sharpe ratio of the minimum variance portfolio? Shapre =