The distributions of the returns for two risky assets are set out in the following table: Asset average return return standard return correlation deviation Good Inc 6% 13% 0.25 Bad Inc 2% 7% Lucille has $10,000 to invest and can form a portfolio of two risky assets, X and Y, and a risk-free asset, which has a return of 2.5%. Part A) What are the weights on the various assets in the minimum variance portfolio that Lucille can achieve? [1 point] Part B) What is the maximum expected portfolio return that can be achieved by Lucille if she does not borrow to invest in risky assets and does not hold a short position in either of the risky assets? [1 point] Part C) If Lucille cannot borrow more than $2,500 at the risk-free rate of return when forming the portfolio and cannot hold a short position in either of the risky assets, what is the maximum expected return that she can achieve? What standard deviation is associated with that maximum expected portfolio return? [4 points] Part D) If Lucille cannot borrow or lend at the risk-free rate of return, what are the weights on the risky assets that define the portfolio with minimum possible variance? [4 points) The distributions of the returns for two risky assets are set out in the following table: Asset average return return standard return correlation deviation Good Inc 6% 13% 0.25 Bad Inc 2% 7% Lucille has $10,000 to invest and can form a portfolio of two risky assets, X and Y, and a risk-free asset, which has a return of 2.5%. Part A) What are the weights on the various assets in the minimum variance portfolio that Lucille can achieve? [1 point] Part B) What is the maximum expected portfolio return that can be achieved by Lucille if she does not borrow to invest in risky assets and does not hold a short position in either of the risky assets? [1 point] Part C) If Lucille cannot borrow more than $2,500 at the risk-free rate of return when forming the portfolio and cannot hold a short position in either of the risky assets, what is the maximum expected return that she can achieve? What standard deviation is associated with that maximum expected portfolio return? [4 points] Part D) If Lucille cannot borrow or lend at the risk-free rate of return, what are the weights on the risky assets that define the portfolio with minimum possible variance? [4 points)