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Suppose you can invest in asset 1 with 1 = 0.1, 1 = 0.3 and asset 2 with 2 = 0.2, 2 = 0.5, with
Suppose you can invest in asset 1 with 1 = 0.1, 1 = 0.3 and asset 2 with
2 = 0.2, 2 = 0.5, with correlation = 0.2. You can also invest in the risk
free asset with return R = 0.05. Find the portfolio with minimum variance
for the given mean return X = 0.2.
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