Suppose two stocks' returns has mean 0.0090,0.0125,0.0070,0.0111 and covariance matrix =0.02100.00950.01310.01190.00950.01750.00910.00920.01310.00910.02300.00950.01190.00920.00950.0189 Allowing short selling, find the following portfolios. (a) Find the minimum risk portfolio based on the formula given in Lecture Notes 3(C) (b) Suppose the target return is 0.0111, find the corresponding efficient portfolio (c) Based on (a) and (b), if target return is set as 0.011, what is the efficient portfolio? (d) Based on (a) and (b), if target variance is set as 0.019, what is the efficient portfolio? (e) Assuming the returns follow normal distribution, find the VaR of the minimum risk portfolio at probability 0.01 ? (f) do the above calculation using R-package fPortfolio Suppose two stocks' returns has mean 0.0090,0.0125,0.0070,0.0111 and covariance matrix =0.02100.00950.01310.01190.00950.01750.00910.00920.01310.00910.02300.00950.01190.00920.00950.0189 Allowing short selling, find the following portfolios. (a) Find the minimum risk portfolio based on the formula given in Lecture Notes 3(C) (b) Suppose the target return is 0.0111, find the corresponding efficient portfolio (c) Based on (a) and (b), if target return is set as 0.011, what is the efficient portfolio? (d) Based on (a) and (b), if target variance is set as 0.019, what is the efficient portfolio? (e) Assuming the returns follow normal distribution, find the VaR of the minimum risk portfolio at probability 0.01 ? (f) do the above calculation using R-package fPortfolio