Samantha is presented with two risky asset options A and B with expected returns and standard deviations as follows: The covariance between stocks A and B is equal to 0.015 . Only positive weights are allowed. 3. It appears that Samantha is extremely risk averse and she decides to invest in the minimum variance portfolio. Calculate the expected return and variance of the minimum variance portfolio and mark it on the portfolio opportunity set. 4. Claudia, Samantha's best friend, is risk neutral and faces the same dilemma; she is allowed to invest in (and mix) the two risky assets A and B. Can you predict her choice for the optimal risky portfolio? Estimate its expected return and standard deviation. 5. Stock C is perfectly negatively correlated with stock A. Samantha did not consider it initially, due to its high standard deviation, but after our last lectures she is having second thoughts.. Can you help her construct a portfolio, using stocks A and C, that is strictly preferable (given her risk profile) to any other alternative? Calculate its expected return and standard deviation