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.