solve step by step showing computations

2. Consider the following two investments: a=0.02500.025313131b=0.030.0150.02313131 (a) Compare these two assets using the Mean Variance criterion. (b) Write the variance-covariance matrix, its inverse, and the expected vector return under the assumption of the correlation (a,b)=0.15. (c) Write the equation for the frontier portfolio optimal weights. (d) Find the optimal weights when the expected portfolio return p=0.015. (e) Find the portfolio with the global minimum variance