Suppose we have portfolio of two stocks. We assume that the risk free rate is 3%. Volatility Stock Stock X Stock Y a. Expected return C. 15% 7% 40% What is the minimum variance portfolio when Px.x = 0? What is its expected return and volatility? b. What is the minimum variance portfolio when Px.x = 0.4? What is its expected return and volatility? What is the minimum variance portfolio when Px.x = -0.4? What is its expected return and volatility? d. Determine the tangent portfolios and their respective mean returns and volatilities. 30%