SMGR 0.1158 a 0.0851 0.2478 Correlation matrix SMGR 1.000 SMVAL 0.872 SMVAL 0.1485 0.1340 0.1705 0 0.872 1.000 Given the data above, a) explicitly state the optimization problem you need to set-up to solve the weights of SMGR and SMVAL in the minimum variance portfolio. b) explicitly state the optimization problem you need to set-up to solve the weights of SMGR and SMVAL in the optimal portfolio if the investment horizon is 1 year. SMGR 0.1158 a 0.0851 0.2478 Correlation matrix SMGR 1.000 SMVAL 0.872 SMVAL 0.1485 0.1340 0.1705 0 0.872 1.000 Given the data above, a) explicitly state the optimization problem you need to set-up to solve the weights of SMGR and SMVAL in the minimum variance portfolio. b) explicitly state the optimization problem you need to set-up to solve the weights of SMGR and SMVAL in the optimal portfolio if the investment horizon is 1 year