scription ructions You consider General Motors (ticker GM) and Ford Motor (icker and decide to allocate equal capital to both. The discrete monthly mean return for GM is 2.17 and the discrete) monthly mean return for Fis 2.13%. The relation coefficient between the two stocles returns is 0.764307877. GM's monthly volatility is 11 and (monthly volatility is 11.42. Hint: work in monthly and then convertinat answers to annual (where required). Answers are in Worsquared. Answer in an answer of 5.55% would be written in as 5.55 answers to the nearest 0.01% Discrete returns are assumed QUESTION 9 If the optimal weight (W1 opt) for a minimum variance portfolio for two-stocks is given as: oz-CoV12 Whostoto; - 20V22 solve for the optimumal weight of GM in % to the nearest 0.01%, answer in %, no % sign