Suppose that there exist two securities (x and y) with an annual expected return equal to rx = 8% and ry = 5% and a standard deviation of the returns equal to ox = 10% and ay = 7%, respectively. Moreover, the correlation coefficient between the returns of these securities is p = -0.8. These securities are currently traded at 50$ and 100$, respectively (i.e. Px=50$ and Py=100$). %3D What is the return and risk of a portfoilio consisting of 5 shares from x and 10 shares from y? What is the return and risk of the minimum variance portfolio consisting of these two securities? [50%]